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Indicators/MyIndicators/Quant/VHF_Pro.md

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+# Vertical Horizontal Filter Pro (Indicator)
+
+## 1. Summary
+
+**VHF Pro** is a trend-intensity indicator originally developed by Adam White (1991). It answers a single, critical question: **"Is the market Trending or Ranging?"**
+
+Unlike moving average-based filters, VHF measures the "efficiency" of price movement by comparing the distance the price has traveled (Range) against the effort it took to get there (Path Length).
+
+## 2. Methodology & Calculation Modes
+
+The indicator determines the trend intensity (0.0 to 1.0) using the formula:
+$$VHF = \frac{\text{Numerator (Range)}}{\text{Denominator (Path Length)}}$$
+
+We have upgraded the classic algorithm with two selectable modes:
+
+### Mode A: Classic (Close-Only)
+
+* **Numerator:** `Highest(Close, N) - Lowest(Close, N)`
+* **Logic:** Focuses purely on the closing consensus. Ignores intraday volatility and spikes.
+* **Best for:** Smoother filtering on noisy timeframes.
+
+### Mode B: Professional (High-Low)
+
+* **Numerator:** `Highest(High, N) - Lowest(Low, N)`
+* **Logic:** Accounts for the **entire trading range**, including wicks and failed breakouts.
+* **Best for:** Accurate detection of trading ranges and volatility breakouts. This mode is more sensitive to market extremes.
+
+**Denominator (Noise):** The sum of absolute price changes from bar to bar (the total "distance walked"). This remains consistent across both modes.
+
+## 3. Interpretation
+
+* **VHF < 0.30 (Gray Zone):** **Congestion Phase.** The market is range-bound. Trend strategies (MA Cross) will fail. Use Oscillator/Mean Reversion strategies.
+* **VHF > 0.30 (Blue Zone):** **Emerging Trend.** A directional move is gaining structure.
+* **VHF > 0.40 (Gold Zone):** **Established Trend.** The movement is highly efficient. This is the "Sweet Spot" for trend-following entries.
+* **Rising VHF:** The trend is strengthening.
+* **Falling VHF:** The trend is weakening or the market is entering a consolidation phase.
+
+## 4. Parameters
+
+* `InpPeriod`: The lookback window (Default: `28`).
+* `InpMode`: Calculation method (`VHF_MODE_CLOSE_ONLY` vs `VHF_MODE_HIGH_LOW`).
+* `InpPrice`: The price source for the Close-based components (Default: `PRICE_CLOSE`).
+
+## 5. Strategic Usage
+
+* **Filter Logic:** Before entering a trade, check the VHF. If it is Gray (<0.3), **do not trade breakouts.** Wait for the VHF to turn Blue/Gold.
+* **Exit Logic:** If you are in a trend trade and VHF peaks and starts falling sharply, consider tightening stops, as the trend is likely transitioning into a range.