Function File: nvi = negvolidx (closeprice, vol)

Function File: nvi = negvolidx ([closeprice vol])

Function File: nvi = negvolidx (closeprice, vol, initnvi)

Function File: nvi = negvolidx ([closeprice vol], initnvi)

Compute the negative volume index of a security based on its closing price (closeprice) and volume. They may be given as separate arguments or as an nx2 matrix. If given, the initnvi is the starting value of the nvi (default: 100).

The nvi will always be a column vector.

See also: onbalvol, posvolidx.

Package: financial