code: def vertical_horizontal_filter(data, period):
      
      catch_errors.check_for_period_error(data, period)
  
      vhf = [abs(np.max(data[idx+1-period:idx+1]) -
              np.min(data[idx+1-period:idx+1])) /
          sum([abs(data[idx+1-period:idx+1][i] - data[idx+1-period:idx+1][i-1]) for i in range(0, len(data[idx+1-period:idx+1]))]) for idx in range(period - 1, len(data))]
  
      vhf = fill_for_noncomputable_vals(data, vhf)
      return vhf
docs: Vertical Horizontal Filter.
  
      Formula:
      ABS(pHIGH - pLOW) / SUM(ABS(Pi - Pi-1))