HL_HV Volatility

study("HL_HV Volatility")
// HL_HV Volatility
//
// Rewrite for Tradingview "Pine Script" by Kocurekc, April 2014
// https://getsatisfaction.com/tradingview/
// https://www.tradingview.com/u/kocurekc/
// Code is provided as public domain, no warranty

len = input(title="Lookback Period", type=integer, defval=14, minval=2)

xSubT = log(high/low)
SofS = pow(sum(pow(xSubT,2),len)/len, 0.5)
hline(0.02, linestyle=dashed)
plot(SofS)