Studies · Trend
Vertical Horizontal Filter (VHF)
verticalHorizontalFilter · Adam White's VHF — net movement over total movement
Drawn in its own panelReads one column (close here)
Hover the chart to read values · practice data: a seeded random walk with no overnight gaps
What it measures
Net movement divided by total movement over the window: the distance from the highest to the lowest close, divided by the sum of every bar-to-bar change. A market that went straight one way scores near 1; one that churned back and forth scores low.
How traders use it
- Choosing a playbook: when VHF is high and rising, use trend-following tools; when it is low, use range tools such as oscillators.
- A rising VHF warns that a range is turning into a trend.
- It says nothing about direction, so it is paired with a directional study.
Parameters
| Name | Value | Default | Allowed | What it does |
|---|---|---|---|---|
| period | 28 | ≥ 1 usual 10–50 | The window, in bars. White used 28. |