#   CJ HistoricalVolatility Percent   indicator
#         (c) 2009  Carl Jorgensen
#  
#   ThinkScript code for Historical Volatility of Price, 
#     based upon ATR
#  
#   I usually Hide the fastHV, and only Show then smoothed 
#   'slowHV'    FastHV is each day's price volatility
#
#

declare lower;

input price = close;
input fastlength = 1;
input slowlength = 14;
input ATRLength = 14;

plot fastHV = 100*((TrueRange(high, close, low))/ (Average(price, fastlength)))  ;

plot slowHV = 100*((WildersAverage(TrueRange(high, close, low), ATRLength))/ (Average(price, slowlength)))  ;

fastHV.SetDefaultColor(GetColor(0));
slowHV.SetDefaultColor(GetColor(3));