R: DV Intermediate Oscillator

DVI {TTR} | R Documentation

## DV Intermediate Oscillator

### Description

The DV Intermediate oscillator (DVI) is a very smooth momentum oscillator that can also be used as a trend indicator. Created by David Varadi.

### Usage

    DVI(price, n = 252, wts = c(0.8, 0.2), smooth = 3, magnitude = c(5, 100,
      5), stretch = c(10, 100, 2), exact.multiplier = 1)

### Arguments

`price` | Price series that is coercible to xts or matrix.
`n` | Number of periods for the percent rank.
`wts` | The weight given to the smoothed returns (magnitude) component and the up/down days (stretch) component, respectively.
`smooth` | The number of periods to smooth price.
`magnitude` | A set of 3 periods used to smooth magnitude.
`stretch` | A set of 3 periods used to smooth stretch.
`exact.multiplier` | The weight applied to identical values in the window. See `runPercentRank`.

### Details

The DVI combines smoothed returns over different time windows and the relative number of up versus down days (stretch) over different time windows.

### Value

A object of the same class as `price` or a vector (if `try.xts` fails) containing the DVI values.

### Author(s)

Joshua Ulrich

### References

The following site(s) were used to code/document this indicator:
http://cssanalytics.wordpress.com/2009/12/13/what-is-the-dvi/
http://marketsci.wordpress.com/2010/07/27/css-analytics%E2%80%99-dvi-indicator-revealed/

### Examples

    data(ttrc)
    dvi <- DVI(ttrc[,"Close"])

[Package TTR version 0.23-1 Index]