Formula:
Here is the forumula for
calculating the VHF study
Highest close - Lowest close
--------------------------------------
term close(i) - close(i-1)
SUM ABS ------------------------
close(i-1)
Parameters:
Period:
Period with which to base the VHF
Calculation
Arguments:
OHLC
or output indicator from another
study.
Output Indicators:
VHF
Example:
Study Name Expanded in a 3 minute timeframe:
I3_VHF10)(Close)_I3
This study calculates
VHF study with a period of 10 on the 3 minute time frame,
using the close of the 3 minute bar as input argument
The output indicators names are appended to the studyname,
that is if the studyname is sn1 then
the outputindicator is
sn1::VHF