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RVI Volatility Node

Relative Volatility Index - Directional Volatility

IndicatorVolatilityDirectional

Relative Volatility Index (RVI) applies RSI logic to volatility instead of price. It measures the direction of volatility swings by comparing up-volatility to down-volatility. High RVI readings indicate expanding volatility on up bars; low readings show expanding volatility on down bars. Useful for identifying volatility directional bias.

Formula

Up Vol = Standard Deviation on up-close bars
Down Vol = Standard Deviation on down-close bars
RVI = 100 × UP / (UP + DOWN)

Parameters

ParameterDefault
period14

Use Cases

1. Volatility Bias Identification

High RVI = volatility expanding on up moves; Low RVI = expanding on down moves.

2. Trend Strength Assessment

RVI above 50 confirms bullish volatility bias; below 50 confirms bearish.

3. Divergence Trading

Price new high but RVI declining = potential exhaustion setup.

4. Extremes Identification

RVI &gt 80 or &lt 20 indicates extreme volatility directional bias.

Tips & Best Practices

📊 Read Like RSI

Use RSI interpretation: &gt80 overbought, &lt20 oversold, 50 is centerline.

⚡ Combine with Price

RVI directional bias usually aligns with price trend; divergence = reversal signal.

💰 Extreme Settings

When RVI &gt90 or &lt10, expect reversal or consolidation soon.

⚠️ Lag Consideration

RVI is lagging indicator; use with leading price action confirmation.

Related Indicators

Standard Deviation

Base volatility measurement RVI uses

RSI

RVI applies RSI logic to volatility instead of price

ATR

Average true range for volatility comparison

Bollinger Bands

Uses standard deviation for dynamic bands