EVOLUTION-MANAGER
Edit File: DVI.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: DV Intermediate Oscillator</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for DVI {TTR}"><tr><td>DVI {TTR}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>DV Intermediate Oscillator</h2> <h3>Description</h3> <p>The DV Intermediate oscillator (DVI) is a very smooth momentum oscillator that can also be used as a trend indicator. Created by David Varadi. </p> <h3>Usage</h3> <pre> DVI( price, n = 252, wts = c(0.8, 0.2), smooth = 3, magnitude = c(5, 100, 5), stretch = c(10, 100, 2), exact.multiplier = 1 ) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>price</code></td> <td> <p>Price series that is coercible to xts or matrix.</p> </td></tr> <tr valign="top"><td><code>n</code></td> <td> <p>Number of periods for the percent rank.</p> </td></tr> <tr valign="top"><td><code>wts</code></td> <td> <p>The weight given to the smoothed returns (magnitude) component and the up/down days (stretch) component, respectively.</p> </td></tr> <tr valign="top"><td><code>smooth</code></td> <td> <p>The number of periods to smooth price.</p> </td></tr> <tr valign="top"><td><code>magnitude</code></td> <td> <p>A set of 3 periods used to smooth magnitude.</p> </td></tr> <tr valign="top"><td><code>stretch</code></td> <td> <p>A set of 3 periods used to smooth stretch.</p> </td></tr> <tr valign="top"><td><code>exact.multiplier</code></td> <td> <p>The weight applied to identical values in the window. See <code>runPercentRank</code>.</p> </td></tr> </table> <h3>Details</h3> <p>The DVI combines smoothed returns over different time windows and the relative number of up versus down days (stretch) over different time windows. </p> <h3>Value</h3> <p>A object of the same class as <code>price</code> or a vector (if <code>try.xts</code> fails) containing the DVI values. </p> <h3>Author(s)</h3> <p>Joshua Ulrich </p> <h3>References</h3> <p>The following site(s) were used to code/document this indicator:<br /> <a href="https://cssanalytics.wordpress.com/2009/12/13/what-is-the-dvi/">https://cssanalytics.wordpress.com/2009/12/13/what-is-the-dvi/</a><br /> <a href="https://marketsci.wordpress.com/2010/07/27/css-analytics%E2%80%99-dvi-indicator-revealed/">https://marketsci.wordpress.com/2010/07/27/css-analytics%E2%80%99-dvi-indicator-revealed/</a><br /> </p> <h3>Examples</h3> <pre> data(ttrc) dvi <- DVI(ttrc[,"Close"]) </pre> <hr /><div style="text-align: center;">[Package <em>TTR</em> version 0.24.3 <a href="00Index.html">Index</a>]</div> </body></html>