{Choppiness Index is very similar in concept to the Vertical Horizontal Filter,
only with an inverse scale.}
{Choppiness Index (modified)}
range:= Input("Numerator Periods 1",1,252, 14 );
range2:= Input("Denominator Periods 2",1,252, 10 );
range3:= Input("ATR Periods",1,252, 1 );
MaxH := Max(H, Ref(C, -1));
MinL := Min(L, Ref(C, -1));
HMax := HHV(MaxH, range);
LMax := LLV(MinL, range);
TR := ATR(range3);
SumTR := (Sum(TR,range)) / (HMax - LMax);
logsum := Log(SumTR);
LOGn := Log(range2);
CI := 100 * logsum / LOGn;
CI;
