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Relative Volatility Index

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Corrected Relative Volatility Index. This indicator was originally developed by Donald Dorsey (Stocks & Commodities V.11:6 (253-256): The Relative Volatility Index).

The indicator was revised by Dorsey in 1995 (Stocks & Commodities V.13:09 (388-391): Refining the Relative Volatility Index).

I suggest the refined RVI with optional settings. If you disabled Wilder's Smoothing and Refined RVI you will get the original version of RVI (1993, as built-in).

Also, you can choose an algorithm for calculating Standard Deviation.
Notes de version
Refactored
Notes de version
  • Refactored

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