EasyLanguage Volatility Function?

[tradinginzen]

Here is the EasyLanguage description of the volatility function:

The Volatility series function measures the market volatility
by plotting a smoothed average of the TrueRange. 
It returns an average of the TrueRange over a specific number 
of bars, giving higher weight to the TrueRange of the
most recent bar.

Syntax
Volatility(Length)

Returns (Double)

A numeric value containing the market volatility. As the 
number increases, the market is more volatile.

Parameters

Name Type Description
Length Numeric 
Sets the number of bars to include in the 
volatility calculation.

Remarks
Volatility is the variation in price over a 
specific interval (the difference between the highest 
and lowest prices). As the time interval being studied 
increases, volatility also increases to a maximum before leveling off. 
As prices increase, the volatility tolerance also increases.
Note The Volatility function uses a slightly different 
set of calculations than the original formula. The Volatility
variation tends to smooth recent activity, which means 
that it will take more time (bars) to ‘normalize.’ The original
formula is provided in the VolatilityClassic function.

Example
Plots the volatility over the last 20 bars.
Plot1(Volatility(20);
Assigns to Value1 the volatility of the last 15 bars.
Value1 = Volatility(15):
Reference
Kaufman, P.J. The New Commodity Trading Systems and Methods. 
John Wiley & Sons. New York 1980. Pages 99-
101.

Is there a comparable function or call in NS?

[NinjaTrader_Bertrand]

Hi, I'm not aware of a direct counterpart, but I would suggest looking into the RVI, ATR and StdDev methods for working with volatility.