VHF (Function)

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The VHFfunction calculates the Vertical Horizontal Filter value based on the prices passed in over the specified number of bars passed in as the length input.

Syntax

VHF(Length, PriceH, PriceL, PriceC)

Returns (Double)

The absolute numeric value of VHF. Returns 0 if there was no price change over Length bars.

Parameters

Name	Type	Description
Length	Numeric	Sets the number of bars used for calculations.
PriceH	NumericSeries	Sets the price used to determine the Highest value over length bars.
PriceL	NumericSeries	Sets the price used to determine the Lowest value over length bars.
PriceC	NumericSeries	Sets the price used for summing up price changes from bar to bar over length bars.