vertical horizontal filter.afl

一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台

//------------------------------------------------------------------------------
//
//  Formula Name:    Vertical Horizontal Filter
//  Author/Uploader: Tomasz Janeczko 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-06-16 08:34:26
//  Origin:          Presented in TASC magazine
//  Keywords:        trend,moving average
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=16
//  Details URL:     http://www.amibroker.com/library/detail.php?id=16
//
//------------------------------------------------------------------------------
//
//  Vertical Horizontal Filter indicator. This filter identifies when a stock
//  is trending and when it is in a congestion phase so the analyst can apply
//  the correct type of analysis indicator, such as moving average for trends
//  or stochastics for congestion. VHF readings above 0.3 to 0.38 indicate a
//  trending market while readings below this point are considered congestion.
//  (Thanks to Carlton McEachern for the description)
//
//------------------------------------------------------------------------------

/*Vertical Horizontal Filter
  AFL implementation by Tomasz Janeczko */
num = hhv( close, 28 ) - llv( close, 28 );
denom = sum( abs( close - ref( close, -1 ) ), 28 );
graph0=100*num/denom;