SQMATESQMATE

Vertical Horizontal Filter (VHF)

TrendOwn panel below

Another way of measuring whether the market is trending or ranging.

What it looks like

Drawn by running the real calculation over one sample series. Open a symbol and it is recalculated on that symbol's bars.

How to read it

It divides the window's high-low span by the total day-to-day movement. A large value means a straight run; a small one means the same ground covered repeatedly.

Where it misleads

Same purpose as the Choppiness Index — there is no reason to run both.

Default settings

Length28

You can change these on the chart. These are the values it starts with.

In SQMATE

One tap to add

Open a symbol, tap the name in the indicator list and it is drawn straight away. You can stack several copies of the same indicator with different settings.

Recalculated per timeframe

Switch between minute, hourly, daily, weekly or monthly bars and it is recalculated on that timeframe. The maths runs over every bar loaded, so zooming never moves the line.

Use it as a search condition

Some indicators can also be used as an axis when searching for symbols — for example, keeping only symbols above a given reading, scanned every night.

Related indicators

Every indicator is an observation computed from past bars. It does not tell you future prices and it is not investment advice.

Vertical Horizontal Filter (VHF) — what it means and how to read it | SQMATE