Cyber10_AdaptiveRVI

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This is the Adaptive Relative Vigor Index (Adaptive RVI) indicator described in Chapter 10.  This indicator enables the Relative Vigor Index from Chapter 6 to be adaptive to the measured Dominant Cycle period.  This indicator may be combined with the Cyber10_AdaptiveRVITrigger indicator to create a trading system.

 

PriceIn = defaults to Close but change to the Price indicator to match the book

Open = defaults to Open as described in the book

High = defaults to High as described in the book

Low = defaults to Low as described in the book

Close = defaults to Close as described in the book

alpha = defaults to 0.07 as described in the book

 

For more information on this indicator, refer to Chapter 10 of "Cybernetic Analysis for Stocks and Futures" by John Ehlers, Publisher: John Wiley & Sons; (March 19, 2004), ISBN: 0471463078