mrtools wrote: Tue May 02, 2023 4:44 am No idea, the picture was posted at FF I thought maybe it was a corrected cci, so made one and it definitely wasn't that.

VHF (Vertical Horizontal Filter) CCI with Steps and MA Filters

Made this step version not sure how close it is but seems similar. This one is an older step ma code and the cci has price and or final value smoothing averages. Also has an option to make it vhf adaptive.

What is the VHF?

VHF measures the level of "trend activity" and is similar to the ADX.

VHF calculates the highest close, minus the lowest close, then divides that by the sum of the absolute value of the difference between the highest and lowest over a specific time period chosen by the user.

As a standalone indicator, the VHF signals:

• Trending markets when the Vertical Horizontal Filter is rising.
• Ranging markets when the Vertical Horizontal Filter falls

When VHF is added it creates an additional filter to determine trends and ranges with only a very minimal amount of lag.