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- 2018.02.14 07:43
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Relative Vigor Index (RVI) indicator is used in technical analysis to measure the conviction of a recent price action and the likelihood that it will continue. The RVI compares the positioning of a security's closing price relative to its price range, and the result is smoothed by calculating an exponential moving average of the values.
The indicator is calculated by using the following formula:
This indicator has an addition of Fisher Transform to the RVI. The Fisher Transform enables traders to create a nearly Gaussian probability density function by normalizing prices. In essence, the transformation makes peak swings relatively rare events and unambiguously identifies price reversals on a chart. The technical indicator is commonly used by traders looking for extremely timely signals rather than lagging indicators.
![Stochastic Extended](https://c.mql5.com/i/code/indicator.png)
This version of Stochastic Oscillator allows you to use any of the 4 basic types of averages (default is SMA, but you can use EMA, SMMA or LWMA too) - some are "faster" then the default version (like EMA and LWMA versions) and SMMA is a bit "slower" but this way you can fine tune the "speed" to signals ratio.
![T3 Stochastic Momentum Index](https://c.mql5.com/i/code/indicator.png)
This version is doing the calculation in the same way as the original Stochastic Momentum Index, except in one very important part: instead of using EMA (Exponential Moving Average) for calculation, it is using T3. That produces a smoother result without adding any lag.
![Inverse Fisher RVI](https://c.mql5.com/i/code/indicator.png)
The Inverse Fisher Transform normalizes the values in the desired range (-1 to +1 in this case) which helps in assessing the overbought and oversold market conditions.
![Get M1 OHLC data for MetaTrader 4 backtesting](https://c.mql5.com/i/code/expert.png)
Usually most brokers do not provide M1 data over 3 months in MetaTrader 4, but they provide M1 data over 3 years in MT5. So we can use this tool to obtain the M1 data in MetaTrader 5 tester and save the data into .hst file for MetaTrader 4 backtesting.