How Can We Help?

Vertical Horizontal Filter

Created On
Last Updated On
byMike
Print
You are here:
< All Topics

VerticalHorizontalFilter(Vector, Periods)
VHF(Vector, Periods)

Overview
The Vertical Horizontal Filter (VHF) identifies whether a market is in a trending or a choppy movement phase.

Interpretation
The VHF indicator is most commonly used as an indicator of market volatility. It is also frequently used as a component to other technical indicators.

Recommended Parameters
Vector: CLOSE
Periods: 21

Example
set BUY =VHF(CLOSE, 21) < 0.2

Table of Contents