Vertical Horizontal Filter

Relates the widest span between closing prices to the total ground those closes covered over the window, bounded between 0 and 1. Readings near 1 mark a market walking its span in a straight line (trending); readings near 0 mark a market crossing the same prices again and again (congesting). There is no fixed banding — the reading is compared against its own recent history, and it is direction-agnostic: a crash and a rally both read as trending, so the direction must come from a companion trend indicator.

Live Demo

Pick a market regime to see how Vertical Horizontal Filter(28) reacts:

Usage

import {VHF} from 'trading-signals';
 
// VHF yields results once 29 inputs have been added
const vhf = new VHF(28);