VHF (Vertical Horizontal Filter) – indicator MetaTrader 4

VHF (Vertical Horizontal Filter) - indicator for MetaTrader 4
ВЕРТИКАЛЬНЫЙ ГОРИЗОНТАЛЬНЫЙ ФИЛЬТР Вертикальный горизонтальный фильтр (VHF) показывает, в какой фазе находится рынок: в фазе направленного движения или застоя. VHF впервые описал Адам Уайт в 1991 году. Существует три способа интерпретации VHF: Можно использовать сами значения VHF для определения степени направленности цен. Чем выше VHF, тем устойчивее тенденция. Направление движения VHF позволяет определить, развивается ли … Read more

ADXm (vhf adaptive) – indicator MetaTrader 5

ADXm (vhf adaptive) - indicator for MetaTrader 5
Version of ADXm that can be calculated using vhf (vertical/horizontal filter) for adapting the calculation period instead of having only fixed period. In order to see the effects of adapting, longer periods are advised ‌(shorter periods have very little benefit of any kind of adapting). That way on a longer periods it can “react” to … Read more

VHF adaptive ADXm – indicator MetaTrader 5

VHF adaptive ADXm - indicator for MetaTrader 5
Basics: Originally this indicator was developed for MetaTrader 4 by ANG3110 (it was originally posted here : From the original description: Unlike the traditional ADX indicator, where the ADX itself is plotted in absolute units and detection of the trend direction is hindered, this indicator clearly displays the positive and negative ADX half-waves (displayed as … Read more

VHF adaptive VMA – indicator MetaTrader 5

VHF adaptive VMA - indicator for MetaTrader 5
Basics: The “eternal” question is if the fixed period smoothing / filtering / adapting should be improved or not. Probably the best question is what is it using for adapting and then the answer mainly depends on the quality of the “adapting method”. This version: This is Variable Moving Average (VMA) that is using Adam … Read more

Step VHF adaptive VMA – indicator MetaTrader 5

Step VHF adaptive VMA - indicator for MetaTrader 5
Theory: VMA (Variable Moving Average) is often mistakenly confused with the VIDYA (Volatility Index Dynamic Average) which is not strange since Tushar Chande took part in developing both. But the VMA was preceding the VIDYA and should not be mistaken for it. The formula for original VMA calculation is the following: VMA = (α * … Read more

VHF EA – EA MetaTrader 5

VHF EA
The EA trades on custom indicator VHF: Vertical Horizontal Filter (VHF) shows, if there is a trend or a flat. VHF was first described by Adam White in 1991. There are three ways of VHF interprtation: VHF values can be used to measure the prices direction. THe higher is VHF, the more stable is a trend. … Read more