CVHFOnArray class is designed for calculation of Vertical Horizontal Filter (VHF) values on indicator buffers.

Usage:

Init() method with the following parameter is called in the OnInit() function:

• int VHFPeriod - indicator period.

Solve() method with the following parameters is called in the OnCalculate() function:

• const int aRatesTotal - is a rates_total variable from the OnCalculate() function parameters;
• const int aPrevCalc - prev_calculated variable from the OnCalculate() function;
• double aDataHigh[] - the buffer with the High data for the indicator calculation;
• double aDataLow[] - the buffer with the Low data for the indicator calculation;
• double aDataClose[] - the buffer with the Close data for the indicator calculation;
• double aVHF[] - indicator calculated value.

Additional methods:

• int BarsRequired() - returns the minimum number of bars for the indicator calculation;
• string Name() - returns the line with the indicator name.

Test_VHFOnArray.mq5 is a sample indicator showing CVHFOnArray class application. IncVHFOnArray file must be placed to MQL5\Include\IncOnArray of the terminal data folder (IncOnArray folder must be created).

Vertical Horizontal Filter (VHF) shows the current market phase: a trend or a flat. It was first described by A. White in 1991.