TS:=BARSCOUNT(CLOSE);R1:=0.5*(LN(H/L)*LN(H/L));CS:=2*LN(2)-1;R2:=CS*LN(C/O)*LN(C/O);TT:=R1-R2;GT:=SUM(TT,TS)/TS;HL:SQRT(GT);