// RealVol - Realized Volatility
//
// https://www.realvol.com/VolFormula.htm
// https://www.realvol.com/VolatilityFormula2.html
// https://www.tradingview.com/script/RQoAVFgj-Realized-Volatility/
// https://www.wallstreetmojo.com/realized-volatility/
// https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0102940
//
//Periods   = 10
//MAperiods = 20
//MAtype    = 0               //0=sma, 1=ema, 2=wma, 3=Wild.MA, 4=Triang.MA, 5=EndPoint MA, 6=Time Series MA
Periods     = max(1,min(999,Periods))
MAperiods   = max(1,min(999,MAperiods))
MAtype      = max(0,min(6,MAtype))
IF BarIndex > 0 THEN
   R       = Log(close) - Log(close[1])                  //or   Log(close / close[1])
   VolReal = Sqrt(summation[Periods](Square(R))) * 100
   Avg     = Average[MAperiods,MAtype](VolReal)
ENDIF
RETURN VolReal AS "Realized Volatility",Avg AS "RV Average"