This indicator shows the average volatility, of last N Periods, for the selected time frames.
You can select up to 2 timeframes with this version
Volatility is defined as the close of current candle - close of the previous N candle
Presented as Currency, Pip, percentage labels in a panel below. Will calculate in real-time only for the current instrument on the chart.
The indicator is coded to not be repainting
Example
In the indicator screenshot, I used a lookback period of 1. That compares the current candle close versus the previous one for the daily and weekly timeframe
Showing how the results are calculated for the weekly calculations