AmibrokerIndicators

AFL Vertical Horizontal Filter

SetBarsRequired(sbrAll,sbrAll);
VHFP = Param( "VHFPERIOD", 20, 2, 100, 1 );
HCP = HHV( C, VHFP );
LCP = LLV( C, VHFP );
NUMERATOR = HCP - LCP;
for ( i=BarCount-1;i> BarCount-VHFP-1;i--);
{
DIFF = abs(C[i] - C[i-1]);
}
DENOMINATOR = Sum( DIFF, VHFP );
VHF = NUMERATOR*100 / DENOMINATOR;
Plot( VHF, "VHF", colorWhite, styleLine );
HH = HHV(VHF, 100);
LL = LLV(VHF, 100);
Plot(HH, "100-HIGH", colorRed, styleLine);
Plot(LL, "100-LOW", colorBrightGreen, styleLine);

How To Use VHF Indicator