Yang-Zhang Volatility Estimator/ Multi Symbol

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

The Yang Zhang Estimator combines Garman-Klass and Rogers-Satchell Estimator so that it is based on Open, close, high, and low and it can also handle non-zero drift.It also expands the calculation so that the estimator can also handle overnight jumps in the data.
This estimator is the most powerful estimator among the range-based estimators. It has the minimum variance error among them, and it is 14 times more efficient than the close-to-close estimator. When the overnight and daily volatility are correlated, it might underestimate volatility a little.

[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.