Relative Volatility Index

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.

Oct 19

Notes de version: Refactored

Jan 31

Notes de version:

• Refactored