Bulk/rolling strength indicators.
Vectorized AD line
AD per bar.
If lengths differ.
Negative Volume Index (NVI). Advances only when volume decreases vs previous bar; otherwise repeats last value.
NVI per step (length L-1).
If lengths differ or empty.
Positive Volume Index (PVI). Advances only when volume increases vs previous bar; otherwise repeats last value.
PVI per step (length L-1).
Rolling Relative Vigor Index (RVI) over a window.
Opening prices.
Highs.
Lows.
Closes.
Central model for smoothing numerator/denominator.
Window length (>= 4).
RVI per window.
If lengths differ, empty, period > length, or period < 4.
Bulk/rolling strength indicators.