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RE: [Metastockusers] VHF



PureBytes Links

Trading Reference Links

Thanks.
Yarroll
***
http://republika.pl/yarroll999/


----- Original Message -----
From: <JayTownsend@xxxxxxx>
To: <Metastockusers@xxxxxxxxxxxxxxx>
Sent: Sunday, August 10, 2003 1:17 AM
Subject: Re: [Metastockusers] VHF


> Don't know if this is what MS uses but from the Stocks and Commodities
> Magazine this is what they show at:
>
>
http://www.working-money.com/Documentation/FEEDbk_docs/Archive/072000/Abstra
ct
> s_new/Gopalakrishnan/Gopalakrishnan.html
>
>
> >
> > >> The vertical horizontal filter (VHF) is an indicator that can help
> >> determine whether a market is trending. The formula for the 28-day VHF
is:
> >>
> >>
> >>
> >>
> >>
> >> where the numerator is the difference between the highest close and the
> >> lowest close for the last 28 days and the denominator is the 28-day sum
of the
> >> absolute value of the one-day price change.
> >>
> >>
> >
>
>


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