so here is latest version.

I added a new volatility indicator to the list

I created the indi myself and named "HL MA volatility".
it just computes the MA for PRICE_HIGH and PRICE_LOW and substract those values.
with classic MA it is very close to the normal ATR. but I added also Jurik and Zero Lag MAs which shows totally different results

the ZL HMA "HL MA volatility is even faster in response than ATR Adaptive (with a big period of 220) (as you can see on the screenshot)

Jeff