HV MAD

//@version=4
study("Pig Historical Volatility Mean Absolute Deviation",precision=2)

H = input(title="Historical Volatility", type=input.string, defval="Yang Zhang", options=["Close Centered","Close Zero Mean","Close Absolute Return","Parkinson","Rogers Satchell","Garman Klass","Garman Klass Yang Zhang Extension","EWMA","Yang Zhang"])
Annual = input(365, "Annual")
n = input(30, "Length")
Plen = input (365, "Percentile Length")
malen = input (30, "Ma Length")
xPrice = log(close / close[1])
sma = input(false, "Plot Moving Average")
Columns = input(false,"Style Columns")
PI= 2 * asin(1)
//Percentrank Formula
_percentrank(src, length) =>
    count = 0
    for i = 1 to length
        count := count + (src >= nz(src[i]) ? 1 : 0)
    pr = 100 * count / length


//Close to Close Centered
dev = xPrice - sma(xPrice, n)
mad = sum(abs(dev), n) / (n)
amad=sqrt(Annual*PI/2)*mad
Hv = amad*100






//Historical Volatility Percentile
Hvp=_percentrank(Hv, Plen)

Color= Hvp >= 95 ? color.new(color.red,0): Hvp >= 80 ? color.new(color.orange,0) : Hvp >= 70 ? color.new(color.yellow,0) : Hvp >= 30 ? color.new(color.blue,0) : Hvp >= 10 ? color.new(color.aqua,0) : Hvp >= 5 ?color.new(color.silver,0) : color.new(color.white,0)


ma= sma(Hv, malen)

plot(Hv, color=Color,transp=0,linewidth=2,style= Columns?plot.style_columns : plot.style_line)
plot(sma?ma:na, color=color.lime, transp=0, linewidth=2)
hline(0)