it is important to understand that the goal is to know if in the end you have more upward variations than downward variations. I invented this algorithm that summarizes 99% of trades

// Calculation of volatility (dm for bullish, dd for bearish) diff = math.abs(clos - clos[1]) m = clos > clos[1] float dm = 0 float dd = 0 for i = 0 to range - 1 dm := m[i] ? dm + diff[i] : dm dd := m[i] ? dd : dd + diff[i] . What do you think ?