Parkinson Volatility Estimator / Multi Symbol

I converted this based on this page .
Historical-Volatility-Estimators by Balipour
https://www.tradingview.com/script/nT8O ... ators-pig/

Parkinson suggests using the High and Low of each bar can represent volatility better as it takes into account intraday volatility . So Parkinson HV is also known as Parkinson High Low HV.
It is about 5.2 times more efficient than Close-to-Close estimator.
It ignores jumps and drifts. Therefore, it underestimates volatility .
While other measures are more efficient based on simulated data, some
studies have shown this to be the best measure for actual empirical data.

[Notes]
Percentile Rank is a heavy processing.
So please select it when necessary, and limit the number of bars to calculate.

original published paper:
2023/01/17
The file name was changed because the name was not unified.