Indicator Rvi

RVI

Relative Vigor Index — Donald Dorsey's ratio of intra-bar drive (close − open) to intra-bar range (high − low), averaged over a period-bar window.

Quick reference

Field	Value
Family	Momentum Oscillators
Input type	Candle (uses open, high, low, close)
Output type	f64
Output range	unbounded; for clean OHLC the ratio sits in (−1, 1)
Default parameters	period (10 in Python)
Warmup period (warmup_period())	period
Interpretation	Positive on average-bullish windows, negative on average-bearish.

Formula

num_t = close_t − open_t
den_t = high_t  − low_t
RVI_t = SMA(num, period)_t / SMA(den, period)_t

Equivalently — and this is what Wickra computes — RVI is the ratio of the rolling sums (the per-window divisor period cancels). If the denominator sum is non-positive (every bar in the window had zero range), the indicator holds its previous value rather than emit NaN.

Parameters

Name	Type	Default	Valid range	Description
period	usize	10 (Python)	>= 1	Window length. 0 errors with Error::PeriodZero.

Warmup

warmup_period() == period. The first non-None output lands on input period.

Reference

Donald Dorsey, Stocks & Commodities, also pandas-ta's rvi. The 4-bar weighted "vigor" variant ((a + 2·a₋₁ + 2·a₋₂ + a₋₃) / 6) is not implemented; the consumer can compose it via Chain if needed.