// Downloaded From https://www.WiseStockTrader.com
period = Param("lookback period",30,5,300,1);

TimeFrameSet(inDaily);
GKvol = sqrt(252/period*(0.5 * (ln(H/L))^2 - (2*ln(2)-1) * (ln(O/C))^2 ));
TimeFrameRestore();

Filter=1;
AddColumn(GKvol,"GKvol", 1.0, colorDefault, colorDefault,45);