/// <summary> /// The RVI (Relative Volatility Index) was developed by Donald Dorsey as a compliment to and a confirmation of momentum based indicators. When used to confirm other signals, only buy when the RVI is over 50 and only sell when the RVI is under 50. /// </summary> /// <returns></returns> public RVI RVI(Data.IDataSeries input, int period) { if (cacheRVI != null) { for (int idx = 0; idx < cacheRVI.Length; idx++) { if (cacheRVI[idx].Period == period && cacheRVI[idx].EqualsInput(input)) { return(cacheRVI[idx]); } } } lock (checkRVI) { checkRVI.Period = period; period = checkRVI.Period; if (cacheRVI != null) { for (int idx = 0; idx < cacheRVI.Length; idx++) { if (cacheRVI[idx].Period == period && cacheRVI[idx].EqualsInput(input)) { return(cacheRVI[idx]); } } } RVI indicator = new RVI(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.Period = period; Indicators.Add(indicator); indicator.SetUp(); RVI[] tmp = new RVI[cacheRVI == null ? 1 : cacheRVI.Length + 1]; if (cacheRVI != null) { cacheRVI.CopyTo(tmp, 0); } tmp[tmp.Length - 1] = indicator; cacheRVI = tmp; return(indicator); } }
/// <summary> /// The RVI (Relative Volatility Index) was developed by Donald Dorsey as a compliment to and a confirmation of momentum based indicators. When used to confirm other signals, only buy when the RVI is over 50 and only sell when the RVI is under 50. /// </summary> /// <returns></returns> public RVI RVI(Data.IDataSeries input, int period) { if (cacheRVI != null) for (int idx = 0; idx < cacheRVI.Length; idx++) if (cacheRVI[idx].Period == period && cacheRVI[idx].EqualsInput(input)) return cacheRVI[idx]; lock (checkRVI) { checkRVI.Period = period; period = checkRVI.Period; if (cacheRVI != null) for (int idx = 0; idx < cacheRVI.Length; idx++) if (cacheRVI[idx].Period == period && cacheRVI[idx].EqualsInput(input)) return cacheRVI[idx]; RVI indicator = new RVI(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.Period = period; Indicators.Add(indicator); indicator.SetUp(); RVI[] tmp = new RVI[cacheRVI == null ? 1 : cacheRVI.Length + 1]; if (cacheRVI != null) cacheRVI.CopyTo(tmp, 0); tmp[tmp.Length - 1] = indicator; cacheRVI = tmp; return indicator; } }