오실레이터 MomentumReversalSignal Line Builder에서 사용 가능
Relative Vigor Index
RVI
RVI compares how far price travelled from open to close against how far it travelled in total, then averages that ratio. A bar that closes near its high after a wide swing scores highly; a bar that gave most of its range back does not. It is one of the three MT5 oscillators that publish a signal line of their own.
- Default period
- 10
- Signal level
- Zero
- Buffers
- Main + Signal
예시용 — 합성 데이터로, 실시간 호가가 아닙니다.
What RVI tells you
RVI asks how convincingly each bar closed. The distance from open to close is divided by the distance from high to low, so a bar that ran up and held its gains scores near the top of its range while a bar that ran up and gave it back scores near zero. Those ratios are smoothed over the averaging period, and a second, faster weighted average of the result is published as a signal line. Reading the two against each other is the indicator's intended use; reading either against zero says which side has been closing bars in its favour.
- Above zero: closes have been landing in the upper half of their bars
- Main crossing the signal: the recent bars have changed character
- The value is a ratio, so it stays roughly within ±1 without being formally bounded
- 1 Divide close minus open by high minus low, weighted across four bars
- 2 Average that ratio over the period
- 3 Take a four-bar weighted average of the result as the signal line
공식 및 계산 세부 정보 표시
RVI is a ratio, averaged:
Move = (close − open) + 2(close − open)[1] + 2(close − open)[2] + (close − open)[3], all ÷ 6Range = (high − low) + 2(high − low)[1] + 2(high − low)[2] + (high − low)[3], all ÷ 6MAIN = SMA(Move, n) ÷ SMA(Range, n)SIGNAL = (MAIN + 2·MAIN[1] + 2·MAIN[2] + MAIN[3]) ÷ 6
The idea is in the first line divided by the second. A bar that opens low, runs up and closes near its high has a numerator almost as large as its denominator, and scores near +1. A bar that runs the same distance and gives it all back closes near its open, so the numerator collapses while the denominator stays large. Distance travelled is in both terms and cancels; what survives is how much of the travelling the market kept.
In MQL5 the call is iRVI(symbol, period, ma_period). There is no applied-price argument, because open, high, low and close all appear in the formula — there is nothing left to choose. What the indicator does publish is two buffers: MAIN_LINE at index 0 and SIGNAL_LINE at index 1, the latter a four-bar weighted average of the former. The Builder’s Line property picks between them, and the generated CopyBuffer call reads the matching index.
That second buffer is the reason RVI is worth a template of its own. Most MT5 oscillators publish a single line, so a strategy that says “wait for the signal line to cross” has to be approximated by putting a moving average on top of the indicator. Here the crossing rule is the one MetaTrader draws.
Two limits follow from the construction. The ratio cannot exceed ±1 within a bar and rarely approaches it after smoothing, so there is no overbought level to find — zero is the only meaningful threshold. And because the numerator is close minus open, a gap distorts the reading: the jump lands in the previous bar’s range rather than in the new bar’s move, so instruments that gap between sessions produce readings that understate what happened.
신호
RVI이 제공하는 백테스트 가능한 뚜렷한 신호 — 및 각 신호에 적합한 시장 상황.
Cross Below Zero
Builder로 구현 가능Side of Zero
Builder로 구현 가능Divergence from Price
고급 로직MT5 구현
MetaTrader 5가 실제로 계산하고 그리는 내용 — 이 페이지의 모든 규칙이 기준으로 삼는 사양입니다.
버퍼
| 인덱스 | 버퍼 | MT5 표시 방식 | 저장 값 |
|---|---|---|---|
| 0 | MAIN_LINE | Line | The averaged ratio of close-minus-open to high-minus-low. Positive means the closes have been landing in the upper part of their bars over the window. |
| 1 | SIGNAL_LINE | Line | A four-bar weighted average of the main line, published by the indicator itself rather than added by the user. MT5 draws it as a line — not as a histogram, which is how the MACD panel renders its main buffer. |
플랫폼 참고
가장 잘 작동하는 경우 / 주의해서 사용
어떤 지표도 보편적인 우위를 가지지 않습니다. RVI이 도움이 되는 곳 — 그리고 오해를 일으키는 곳.
가장 잘 작동하는 경우
- Instruments with real intraday ranges, where open-to-close carries information
- Ranging conditions, where the crossing rate is the point rather than the problem
- As a second opinion on a signal generated by a trend tool
- Restricting the crossing to one side of zero, which removes most of the noise
주의해서 사용
- Very short timeframes, where bars are mostly spread and the ratio is arbitrary
- Strong trends, where the main line crosses back and forth without leaving its side of zero
- Gappy instruments — a gap moves the open away from the previous close and distorts the numerator
- Any fixed threshold other than zero; the ratio's usual range depends on the instrument
RVI 전략 구축
신호를 진입 및 청산 규칙에 연결하고, 컴파일 가능한 MT5 EA를 내보내세요 — 코드 없이.
- RVI(10) MAIN read at the current bar
- RVI(10) SIGNAL read at the current bar — the same indicator's second buffer
- A Constant of 0 for the main line to be measured against
- MAIN crosses above SIGNAL AND MAIN is below zero → Open Buy · SL 40 / TP 80
- The mirrored pair above zero → Open Sell
- At 15 pips in profit the stop moves to entry plus 3 pips
RVI을 다른 지표와 결합
하나의 지표만으로는 충분하지 않습니다. 이 조합들이 RVI의 취약점을 보완합니다.
RVI + Bollinger Bands
- Price at or below the lower band
- RVI main crosses above signal
- Buy
No single-flow template pairs them. Start from RVI Signal Cross + Break Even and add a Bollinger Bands node set to the lower band with a Compare against price, replacing the zero condition.
Builder 열기 →RVI + ADX
- ADX below 25
- RVI main crosses above signal below zero
- Buy
No single-flow template combines them. Add an ADX node and a Compare at 25 into the template's existing AND gate — note the comparison runs the other way from the trend templates, which require ADX above 25.
Builder 열기 →RVI + Stochastic
- Stochastic %K below 20
- RVI main crosses above signal
- Buy
No single-flow template pairs them. Start from RVI Signal Cross + Break Even and add a Stochastic node with a Compare at 20 — the Stochastic Bollinger template shows the same node wired up.
Builder 열기 →매개변수
자신의 통화쌍과 시간 프레임에서 검증할 초기값 — 보장된 설정이 아닙니다.
| 매개변수 | 기본값 | 권장 테스트 범위 | 기능 |
|---|---|---|---|
| Period | 10 | 4–30 | How many bars of ratios are averaged before the signal line is derived. MT5's default is 10. Shortening it makes the two lines cross far more often, which is not the same as making them more responsive — the underlying quantity is already a four-bar weighted figure. Lengthening it produces a line that spends long stretches on one side of zero and crosses rarely. |
| Line | Main | Main or Signal | Which of the two buffers the node reads. This is a Builder property, not an iRVI argument: it selects the CopyBuffer index, 0 for MAIN_LINE and 1 for SIGNAL_LINE. Two nodes at the same period — one Main, one Signal — is how a crossing rule is expressed. |
| Shift | 0 | 0–30 | Which bar back the node reads the buffer from. Useful for asking whether the main line is still rising rather than only where it is now. |
초기 프리셋
Faster 5 Many more crossings; most of them inside the noise
Standard 10 MT5's default, and the template's
Slower 20 Few crossings, each covering a longer change in character
시장 예시
RVI이 작동하는 곳, 실패하는 곳, 그리고 필터가 결과를 어떻게 바꾸는지.
A reversal from the sellers' side
The main line has been under zero through a slide, then crosses above its signal. Price turns, the break-even rule moves the stop up at 15 pips, and the take profit is reached without the stop being re-tested.
A crossing that changes nothing
The two lines cross while price is mid-range and the spread is a large share of each bar. The ratio being averaged is dominated by noise, and the entry has no follow-through.
Crossings inside a trend, declined
During a strong rally the main line crosses its signal three times without ever going below zero. Each crossing would have been a counter-trend entry; the template's zero condition declines all three.
FAQ
- Does MT5's RVI really have a signal line?
- Yes — iRVI publishes two buffers, MAIN_LINE at index 0 and SIGNAL_LINE at index 1, and the signal is a four-bar weighted average of the main line computed by the indicator itself. That is worth stating because it is the exception rather than the rule: most MT5 oscillators publish only one buffer, and strategies written elsewhere that refer to 'the signal line' of TRIX or Force Index are describing something MetaTrader does not draw.
- What is the difference between RVI and Stochastic?
- Both compare a close against a range and both publish a main and a signal line, so their charts look similar. The range is what differs. Stochastic measures where the close sits between the highest high and lowest low of the last n bars, so it describes position within a recent swing and is bounded 0–100. RVI measures where the close sits relative to its own bar's open, averaged, so it describes conviction bar by bar and is centred on zero. A market can be near the top of its weekly range while its individual bars keep closing weakly, and the two indicators will say different things about that.
- Why does the template only take crossings on one side of zero?
- Because inside a trend the main line crosses its signal repeatedly without changing side, and those crossings are counter-trend entries into a move that is still going. Requiring the main line to be below zero for a buy means the entry only fires where the closes had genuinely been landing in the lower part of their bars — a stretch the sellers controlled — rather than during a pause in a rally.
- What period should I use?
- 10 is MT5's default and the template's. Note that the quantity being averaged is already a four-bar weighted figure, so shortening the period does not buy as much responsiveness as it would on a simpler oscillator; it mostly increases the crossing rate. Whatever you choose, re-validate it on your pair and timeframe rather than importing a number from another market.
- Can I build an RVI EA without coding?
- Yes. The RVI Signal Cross + Break Even template places two RVI nodes at period 10 — one set to Main, one to Signal — crosses them against each other, and requires the main line to be beyond zero via a Constant node and a Compare. The break-even rule moves the stop to entry plus 3 pips once a trade is 15 pips ahead. The period, the stop distances and the break-even trigger are all EA inputs.
- How should I validate settings before going live?
- Backtest on quality tick data, then run on a demo account before risking money. Reversal rules deserve particular care about the test window: a period that happened to range will flatter an RVI strategy and a period that trended will bury it, so check the results across both rather than reading one profit figure. Hold back data the search never saw.