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Momentum
Relative Volatility Index
RVGIApplies the RSI formula to the rolling standard deviation of closing prices instead of to price changes. Above 50 indicates that recent high-volatility moves were upward; below 50 indicates that high-volatility moves were downward.
Tips
RVGI above 60 confirms that the dominant high-volatility direction is up, making it a useful filter to avoid shorting into strong upswings
Pair RVGI with a trend indicator: only take long signals when RVGI > 50 and a trend filter agrees, to ensure volatility is working in your favor
Parameters
Period
2 - 100