VHF 指标

最新推荐文章于 2024-06-14 18:50:29 发布

SherlockGh

最新推荐文章于 2024-06-14 18:50:29 发布

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本文介绍了一种用于市场分析的技术指标——垂直水平过滤线(VHF)，并详细解释了其计算过程。VHF通过比较周期内最高价与最低价的差距及每日价格变动的累积总和来衡量市场的波动情况。该指标有助于识别趋势变化，参数N通常设为28天。

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Vertical Horizontal Filter（VHF指标计算公式）:

To calculate the Vertical Horizontal Filter:

Vary the number of periods in the Vertical Horizontal Filter to suit different time frames. White originally recommended 28 days but now prefers an 18-day window smoothed with a 6-day moving average.

Select the number of periods (n) to include in the indicator. This should be based on the length of the cycle that you are analyzing. The most popular is 28 days (for intermediate cycles).
Determine the highest closing price (HCP) in n periods.
Determine the lowest closing price (LCP) in n periods.
Calculate the range of closing prices in n periods:
HCP - LCP
Next, calculate the movement in closing price for each period:
Closing price [today] - Closing price [yesterday]
Add up all price movements for n periods, disregarding whether they are up or down:
Sum of absolute values of ( Close [today] - Close [yesterday] ) for n periods
Divide Step 4 by Step 6:

VHF = (HCP - LCP) / (Sum of absolute values for n periods)

VHF(Vertical Horizontal Filter)十字過濾線
算法：
先計算N日來最高收盤價與最低收盤價的差，統計N日內今收與昨收的差的累加和，二者的比值即為VHF。
參數： N 　統計天數　一般為28　
計算公式
(HHV(CLOSE,N)-LLV(CLOSE,N))/SUM(ABS(CLOSE-REF(CLOSE,1)),N)