I found that there is no VHF.Lua on the internet up to now.
Please help to convert .
VHF Indicator ( Vertical Horizontal Filter Indicator ) formula is :
DATE:=Input("No. of days",1,100,20);
HL:=HHV(C , DATE)- LLV(C , DATE);
ClosePrice:=Abs(C-Ref(C,-1));
VHF= HL/Sum(ClosePrice,date)