Vertical Horizontal Filter

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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

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