TTR: DVI – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

DVI

DV Intermediate Oscillator

The DV Intermediate oscillator (DVI) is a very smooth momentum oscillator that can also be used as a trend indicator. Created by David Varadi.

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
)

`price`	Price series that is coercible to xts or matrix.
`n`	Number of periods for the percent rank.
`wts`	The weight given to the smoothed returns (magnitude) component and the up/down days (stretch) component, respectively.
`smooth`	The number of periods to smooth price.
`magnitude`	A set of 3 periods used to smooth magnitude.
`stretch`	A set of 3 periods used to smooth stretch.
`exact.multiplier`	The weight applied to identical values in the window. See `runPercentRank`.

The DVI combines smoothed returns over different time windows and the relative number of up versus down days (stretch) over different time windows.

A object of the same class as price or a vector (if try.xts fails) containing the DVI values.

Joshua Ulrich

data(ttrc)
dvi <- DVI(ttrc[,"Close"])

Technical Trading Rules

v0.24.2

GPL (>= 2)

Authors

Joshua Ulrich

Initial release