Vertical Horizontal Filter (VHF)
Posted: 11 Feb 2011
My code for the VHF indicator.
The description can be found here:
http://www.incrediblecharts.com/indicat ... filter.php
The description can be found here:
http://www.incrediblecharts.com/indicat ... filter.php
Code: Select all
// VHF - Vertical Horizontal Filter - Function
Inputs:
Series ( NumericSeries ), // Close
Len ( NumericSimple );
Variables:
j ( 0 ),
Num ( 0 ),
Denom ( 0 );
Num = Highest(Series, Len) - Lowest(Series, Len);
Denom = 0;
for j = 0 to Len - 1
begin
Denom = Denom + absvalue(Series[j] - Series[j + 1]);
end;
if Denom <> 0 then
VHF = Num / Denom
else
VHF = 0;
Code: Select all
// VHF - Vertical Horizontal Filter - Indicator
Inputs:
ClosePrice ( Close ),
Length ( 28 ),
Displace ( 0 );
Variables:
MyVHF ( 0 );
MyVHF = VHF(ClosePrice, Length);
Plot1[Displace](MyVHF, "VHF");