Oscillator Yang-Zhang Volatility

Yang-Zhang Volatility metastock

n1:=9;
averageP:=30;

No:=Log(OPEN) - Log(Ref(CLOSE,-1));
Nu:= Log(HIGH) - Log(OPEN);
Nd:= Log(LOW) - Log(OPEN);
Nc:= Log(CLOSE) - Log(OPEN);
Vrs:= 1 / n1 * Sum((Nu * (Nu - Nc) + Nd * (Nd - Nc)),n1);
Noavg:= 1 / n1 * Sum(No,n1);
Vo:= 1 / (n1 - 1) * Sum(Power((No - Noavg),2),21);

Ncavg:= 1 / n1 * Sum(Nc,n1);
Vc:= 1 / (n1 - 1) * Sum(Power((Nc - Ncavg),2),21);

k:= 0.34 / ( 1.34 + (n1 + 1) / (n1 - 1));

VyangzhangTemp:= Vo + k * Vc + (1 - k) * Vrs;
Vyangzhang:= Sqrt(VyangzhangTemp)*Sqrt(250)*100;
sondur:=Mov(Vyangzhang,averageP,S)/100;
sondur;

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