Pine Script, Yang-Zhang Volatility

study("Yang-Zhang Volatility")
// Yang-Zhang Volatility
// source:  http://http://www.todaysgroep.nl/media/236846/measuring_historic_volatility.pdf
//
// 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)

F = 1
A = log(high/close)
B = log(high/open)
C = log(low/close)
D = log(low/open)

sigRS = pow(sum(A*B + C*D,len)/len,0.5)

k=0.34/(1.34 + (len+1)/(len-1))
OC1 = log(open/close[1])
CO = log(close/open)
sigOV = (1/(len-1))*sum(pow(OC1 - sma(OC1,len),2),len)
sigOC = (1/(len-1))*sum(pow(CO - sma(CO,len),2),len)


sigYC = pow((sigOV + k*sigOC + (1 - k)*sigRS),0.5)

hline(0.1, linestyle=dashed)
plot(sigYC)
plot(ema(sigYC,14))