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))