Volatility Library

Library "VolatilityIndicators"
This is a library of Volatility Indicators.
It aims to facilitate the grouping of this category of indicators, and also offer the customized supply of
the parameters and sources, not being restricted to just the closing price.

Thanks and credits:
1. Dynamic Zones: Leo Zamansky, Ph.D., and David Stendahl
2. Deviation: Karl Pearson (code by TradingView)
3. Variance: Ronald Fisher (code by TradingView)
4. Z-score: Veronique Valcu (code by HPotter)
5. Standard deviation: Ronald Fisher (code by TradingView)
6. ATR (Average True Range): J. Welles Wilder (code by TradingView)
7. ATRP (Average True Range Percent): millerrh
8. Historical Volatility: HPotter
9. Min-Max Scale Normalization: gorx1
10. Mean Normalization: gorx1
11. Standardization: gorx1
12. Scaling to unit length: gorx1
13. LS Volatility Index: Alexandre Wolwacz (Stormer), Fabrício Lorenz, Fábio Figueiredo (Vlad) (code by me)
14. Bollinger Bands: John Bollinger (code by TradingView)
15. Bollinger Bands %: John Bollinger (code by TradingView)
16. Bollinger Bands Width: John Bollinger (code by TradingView)

17. Added Standard Error

18. Keltner Channels
19. Keltner Channels B% (or Percent Bandwidth)
20. Keltner Channels W (Keltner Channels Width)
21. Moving Average Envelopes.
22. Donchian Channels.

Examples: