RVSI

3 thg 2, 2022

Library "RVSI"
This Library contains functions that calculate all types of "Relative Volume Strength Index (MZ RVSI)" depending upon unique volume oscillator. Achieved RVSI value can be used for divergence detection in volume or to adapt dynamic length in Moving Averages or other functions.

rvsi_tfs(vol_src, vol_Len, rvsiLen, _open, _close) Relative Volume Strength Index based on TFS Volume Oscillator
  Parameters:
    vol_src: Volume Source
    vol_Len: Volume Legth for TFS Volume Oscillato
    rvsiLen: Period of Relative Volume Strength Index
    _open: Ticker Open Value
    _close: Ticker Close Value
  Returns: Relative Volume Strength Index value based on TFS Volume Oscillator

rvsi_obv(vol_src, rvsiLen, _close) Relative Volume Strength Index based on On Balance Volume
  Parameters:
    vol_src: Volume Source to Calculate On Balance Volume
    rvsiLen: Period of Relative Volume Strength Index
    _close: Ticker Close Value
  Returns: Relative Volume Strength Index value based on On Balance Volume

rvsi_kvo(vol_src, FastX, SlowX, rvsiLen, _close) Relative Volume Strength Index based on Klinger Volume Oscillator
  Parameters:
    vol_src: Volume Source
    FastX: Volume Fast Length
    SlowX: Volume Slow Length
    rvsiLen: Period of Relative Volume Strength Index
    _close: Ticker Close Value
  Returns: Relative Volume Strength Index value based on Klinger Volume Oscillator

rvsi_vzo(vol_src, zLen, rvsiLen, _close) Relative Volume Strength Index based on Volume Zone Oscillator
  Parameters:
    vol_src: Volume Source
    zLen: Volume Legth for Volume Zone Oscillator
    rvsiLen: Period of Relative Volume Strength Index
    _close: Ticker Close Value
  Returns: Relative Volume Strength Index value based on Volume Zone Oscillator

rvsi_cvo_obv(vol_src, ema1len, ema2len, rvsiLen) Relative Volume Strength Index based on Cumulative Volume Oscillator with On Balance Volume as Calculations Source
  Parameters:
    vol_src: Volume Source
    ema1len: EMA Fast Length
    ema2len: EMA Slow Length
    rvsiLen: Period of Relative Volume Strength Index
  Returns: Relative Volume Strength Index value based on Cumulative Volume Oscillator with On Balance Volume as Calculations Source

rvsi_cvo_pvt(vol_src, FastX, SlowX, rvsiLen) Relative Volume Strength Index based on Cumulative Volume Oscillator with Price Volume Trend as Calculations Source
  Parameters:
    vol_src: Volume Source
    FastX: EMA Fast Length
    SlowX: EMA Slow Length
    rvsiLen: Period of Relative Volume Strength Index
  Returns: Relative Volume Strength Index value based on Cumulative Volume Oscillator with Price Volume Trend as Calculations Source

rvsi_cvo_cvd(vol_src, FastX, SlowX, rvsiLen, _open, _close, _high, _low) Relative Volume Strength Index based on Cumulative Volume Oscillator with Cumulative Volume Delta as Calculations Source
  Parameters:
    vol_src: Volume Source
    FastX: EMA Fast Length
    SlowX: EMA Slow Length
    rvsiLen: Period of Relative Volume Strength Index
    _open: Ticker Open Value
    _close: Ticker Close Value
    _high: Ticker High Value
    _low: Ticker Low Value
  Returns: Relative Volume Strength Index value based on Cumulative Volume Oscillator with Cumulative Volume Delta as Calculations Source