HPotter

Relative Volatility Index Backtest

The RVI is a modified form of the relative strength index ( RSI ).
The original RSI calculation separates one-day net changes into
positive closes and negative closes, then smoothes the data and
normalizes the ratio on a scale of zero to 100 as the basis for the
formula. The RVI uses the same basic formula but substitutes the
10-day standard deviation of the closing prices for either the up
close or the down close. The goal is to create an indicator that
measures the general direction of volatility . The volatility is
being measured by the 10-days standard deviation of the closing prices.

You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
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Commenti

sir , is repaint?
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HPotter soulstar
@soulstar, I think yes.
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