EVOLUTION-MANAGER
Edit File: VHF.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Vertical Horizontal Filter</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for VHF {TTR}"><tr><td>VHF {TTR}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Vertical Horizontal Filter</h2> <h3>Description</h3> <p>The Vertical Horizontal Filter (VHF) attempts to identify starting and ending trends. Developed by Adam White. </p> <h3>Usage</h3> <pre> VHF(price, n = 28) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>price</code></td> <td> <p>Object that is coercible to xts or matrix and contains a Close price series, or a High-Low-Close price series.</p> </td></tr> <tr valign="top"><td><code>n</code></td> <td> <p>Number of periods to use.</p> </td></tr> </table> <h3>Details</h3> <p>The VHF is calculated by subtracting the <code>n</code>-period lowest low from the <code>n</code>-period highest high and dividing that result by the <code>n</code>-period rolling sum of the close price changes. </p> <h3>Value</h3> <p>A object of the same class as <code>price</code> or a vector (if <code>try.xts</code> fails) containing the VHF values. </p> <h3>Note</h3> <p>If Close prices are given, the function calculates the max/min using only those prices (the default). If HLC prices are given, the function calculates the max/min using the high/low prices (added for flexibility). </p> <h3>Author(s)</h3> <p>Joshua Ulrich </p> <h3>References</h3> <p>The following site(s) were used to code/document this indicator:<br /> <a href="https://www.metastock.com/Customer/Resources/TAAZ/#119">https://www.metastock.com/Customer/Resources/TAAZ/#119</a><br /> </p> <h3>See Also</h3> <p>See <code><a href="aroon.html">aroon</a></code>, <code><a href="CCI.html">CCI</a></code>, <code><a href="ADX.html">ADX</a></code>, <code><a href="TDI.html">TDI</a></code>, <code><a href="GMMA.html">GMMA</a></code> for other indicators that measure trend direction/strength. </p> <h3>Examples</h3> <pre> data(ttrc) vhf.close <- VHF(ttrc[,"Close"]) vhf.hilow <- VHF(ttrc[,c("High","Low","Close")]) </pre> <hr /><div style="text-align: center;">[Package <em>TTR</em> version 0.24.3 <a href="00Index.html">Index</a>]</div> </body></html>