Ara,
I have the following AFL code for the RVI:
// Donald Dorsey's RVI Indicator (Relative Volatility Index?)
// Posted to AB Yahoo Groups by Rakesh Sahgal on 23rd April 2007
SD10=StDev(C,10);
RVI=RSIa(SD10,10);
Plot(RVI,"RVI",colorBlack,styleLine);
Cheers,
Gordon Sutherland
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Ara Kaloustian
Sent: Monday, 11 February 2008
6:47 p.m.
To: AB-Main
Subject: [amibroker] Relative
Volatility Index
Does anyone have AFL code for
Relative Volatility Index?
Here is the Metastock code for it:
100 * Mov( If(CLOSE >
Ref(CLOSE,-1), Std(CLOSE,10), 0),14,E) /
(Mov( If(CLOSE > Ref(CLOSE,-1), Std(CLOSE,10), 0),14,E) +
Mov(If(CLOSE < Ref(CLOSE,-1), Std(CLOSE,10), 0),14,E))