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Brett Steenbarger published an indicator that he calls the Power Measure. It shows the correlation between price change and volatility. Has anyone discovered a good way of using it?

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I converted the Power Measure Indicator into a StrategyDesk formula. It is quite a hack due to limitations on what you can do in StrategyDesk but it does work. It is good for exploring what can be done with the indicator and will work over different time frames. Unfortunately I haven't not found a good use for it yet. 

{ PowerMeasure - Investery.com

From the formulas on this page...
   http://traderfeed.blogspot.com/2009/03/calculating-power-measure.html

Here is the rough excel/pseudocode/strategydesk version of it...

c=open d=high e=low f=close X=((f2-f1)/f1)*100 Y=((d-e)/e)*100
result=CORR(X,Y,20 periods)
result=CORR( ((f2-f1)/f1)*100, ((d-e)/e)*100, 20periods ) Which I think is the same as
result= 100 * CORR( ((f2-f1)/f1), ((d-e)/e), 20periods ) So....
X = ((Bar[Close,D,#] - Bar[Close,D,#+1])/Bar[Close,D,#+1]) Y = ((Bar[High,D,#] - Bar[Low,D,#])/Bar[Low,D,#])
[SUM OF X] = ((Bar[Close,D,1] - Bar[Close,D,2])/Bar[Close,D,2]) + ((Bar[Close,D,2] - Bar[Close,D,3])/Bar[Close,D,3]) + ((Bar[Close,D,3] - Bar[Close,D,4])/Bar[Close,D,4]) + ((Bar[Close,D,4] - Bar[Close,D,5])/Bar[Close,D,5]) + ((Bar[Close,D,5] - Bar[Close,D,6])/Bar[Close,D,6]) + ((Bar[Close,D,6] - Bar[Close,D,7])/Bar[Close,D,7]) + ((Bar[Close,D,7] - Bar[Close,D,8])/Bar[Close,D,8]) + ((Bar[Close,D,8] - Bar[Close,D,9])/Bar[Close,D,9]) + ((Bar[Close,D,9] - Bar[Close,D,10])/Bar[Close,D,10]) + ((Bar[Close,D,10] - Bar[Close,D,11])/Bar[Close,D,11]) + ((Bar[Close,D,11] - Bar[Close,D,12])/Bar[Close,D,12]) + ((Bar[Close,D,12] - Bar[Close,D,13])/Bar[Close,D,13]) + ((Bar[Close,D,13] - Bar[Close,D,14])/Bar[Close,D,14]) + ((Bar[Close,D,14] - Bar[Close,D,15])/Bar[Close,D,15]) + ((Bar[Close,D,15] - Bar[Close,D,16])/Bar[Close,D,16]) + ((Bar[Close,D,16] - Bar[Close,D,17])/Bar[Close,D,17]) + ((Bar[Close,D,17] - Bar[Close,D,18])/Bar[Close,D,18]) + ((Bar[Close,D,18] - Bar[Close,D,19])/Bar[Close,D,19]) + ((Bar[Close,D,19] - Bar[Close,D,20])/Bar[Close,D,20]) + ((Bar[Close,D,20] - Bar[Close,D,21])/Bar[Close,D,21])
[SUM OF Y] = ((Bar[High,D,1] - ((Bar[High,D,2] - ((Bar[High,D,3] - ((Bar[High,D,4] - ((Bar[High,D,5] - ((Bar[High,D,6] - ((Bar[High,D,7] - ((Bar[High,D,8] - ((Bar[High,D,9] - ((Bar[High,D,10] ((Bar[High,D,11] ((Bar[High,D,12] ((Bar[High,D,13] ((Bar[High,D,14] ((Bar[High,D,15] ((Bar[High,D,16] ((Bar[High,D,17] ((Bar[High,D,18] ((Bar[High,D,19] ((Bar[High,D,20]
Bar[Low,D,1])/Bar[Low,D,1]) + Bar[Low,D,2])/Bar[Low,D,2]) + Bar[Low,D,3])/Bar[Low,D,3]) + Bar[Low,D,4])/Bar[Low,D,4]) + Bar[Low,D,5])/Bar[Low,D,5]) + Bar[Low,D,6])/Bar[Low,D,6]) + Bar[Low,D,7])/Bar[Low,D,7]) + Bar[Low,D,8])/Bar[Low,D,8]) + Bar[Low,D,9])/Bar[Low,D,9]) + - Bar[Low,D,10])/Bar[Low,D,10]) +
- Bar[Low,D,11])/Bar[Low,D,11]) + - Bar[Low,D,12])/Bar[Low,D,12]) + - Bar[Low,D,13])/Bar[Low,D,13]) + - Bar[Low,D,14])/Bar[Low,D,14]) + - Bar[Low,D,15])/Bar[Low,D,15]) + - Bar[Low,D,16])/Bar[Low,D,16]) + - Bar[Low,D,17])/Bar[Low,D,17]) + - Bar[Low,D,18])/Bar[Low,D,18]) + - Bar[Low,D,19])/Bar[Low,D,19]) + - Bar[Low,D,20])/Bar[Low,D,20])
[SUM OF X*Y]= (((Bar[Close,D,1] Bar[Low,D,1])/Bar[Low,D,1]) ) + (((Bar[Close,D,2] - Bar[Close,D,3])/Bar[Close,D,3]) * Bar[Low,D,2])/Bar[Low,D,2]) ) +
(((Bar[Close,D,3] - Bar[Close,D,4])/Bar[Close,D,4]) * Bar[Low,D,3])/Bar[Low,D,3]) ) + (((Bar[Close,D,4] - Bar[Close,D,5])/Bar[Close,D,5]) * Bar[Low,D,4])/Bar[Low,D,4]) ) +
(((Bar[Close,D,5] - Bar[Close,D,6])/Bar[Close,D,6]) * Bar[Low,D,5])/Bar[Low,D,5]) ) + (((Bar[Close,D,6] - Bar[Close,D,7])/Bar[Close,D,7]) * Bar[Low,D,6])/Bar[Low,D,6]) ) +
(((Bar[Close,D,7] - Bar[Close,D,8])/Bar[Close,D,8]) * Bar[Low,D,7])/Bar[Low,D,7]) ) + (((Bar[Close,D,8] - Bar[Close,D,9])/Bar[Close,D,9]) * Bar[Low,D,8])/Bar[Low,D,8]) ) +
((Bar[High,D,1] - ((Bar[High,D,2] - ((Bar[High,D,3] - ((Bar[High,D,4] - ((Bar[High,D,5] - ((Bar[High,D,6] - ((Bar[High,D,7] - ((Bar[High,D,8] -
- Bar[Close,D,2])/Bar[Close,D,2]) *
(((Bar[Close,D,9] - Bar[Close,D,10])/Bar[Close,D,10]) * ((Bar[High,D,9] - Bar[Low,D,9])/Bar[Low,D,9]) ) + (((Bar[Close,D,10] - Bar[Close,D,11])/Bar[Close,D,11]) * ((Bar[High,D,10] - Bar[Low,D,10])/Bar[Low,D,10]) ) +
(((Bar[Close,D,11] - Bar[Close,D,12])/Bar[Close,D,12]) * ((Bar[High,D,11] - Bar[Low,D,11])/Bar[Low,D,11]) ) + (((Bar[Close,D,12] - Bar[Close,D,13])/Bar[Close,D,13]) * ((Bar[High,D,12] - Bar[Low,D,12])/Bar[Low,D,12]) ) +
(((Bar[Close,D,13] - Bar[Close,D,14])/Bar[Close,D,14]) * ((Bar[High,D,13] -
Bar[Low,D,13])/Bar[Low,D,13]) ) + (((Bar[Close,D,14] - Bar[Close,D,15])/Bar[Close,D,15]) Bar[Low,D,14])/Bar[Low,D,14]) ) + (((Bar[Close,D,15] - Bar[Close,D,16])/Bar[Close,D,16]) Bar[Low,D,15])/Bar[Low,D,15]) ) + (((Bar[Close,D,16] - Bar[Close,D,17])/Bar[Close,D,17]) Bar[Low,D,16])/Bar[Low,D,16]) ) + (((Bar[Close,D,17] - Bar[Close,D,18])/Bar[Close,D,18]) Bar[Low,D,17])/Bar[Low,D,17]) ) + (((Bar[Close,D,18] - Bar[Close,D,19])/Bar[Close,D,19]) Bar[Low,D,18])/Bar[Low,D,18]) ) + (((Bar[Close,D,19] - Bar[Close,D,20])/Bar[Close,D,20]) Bar[Low,D,19])/Bar[Low,D,19]) ) + (((Bar[Close,D,20] - Bar[Close,D,21])/Bar[Close,D,21]) Bar[Low,D,20])/Bar[Low,D,20]) )
* ((Bar[High,D,14] - * ((Bar[High,D,15] - * ((Bar[High,D,16] - * ((Bar[High,D,17] - * ((Bar[High,D,18] - * ((Bar[High,D,19] - * ((Bar[High,D,20] -
[SUM OF (X^2)]= ((Bar[Close,D,1] - Bar[Close,D,2])/Bar[Close,D,2])^2 + ((Bar[Close,D,2] - Bar[Close,D,3])/Bar[Close,D,3])^2 + ((Bar[Close,D,3] - Bar[Close,D,4])/Bar[Close,D,4])^2 + ((Bar[Close,D,4] - Bar[Close,D,5])/Bar[Close,D,5])^2 + ((Bar[Close,D,5] - Bar[Close,D,6])/Bar[Close,D,6])^2 + ((Bar[Close,D,6] - Bar[Close,D,7])/Bar[Close,D,7])^2 + ((Bar[Close,D,7] - Bar[Close,D,8])/Bar[Close,D,8])^2 + ((Bar[Close,D,8] - Bar[Close,D,9])/Bar[Close,D,9])^2 + ((Bar[Close,D,9] - Bar[Close,D,10])/Bar[Close,D,10])^2 + ((Bar[Close,D,10] - Bar[Close,D,11])/Bar[Close,D,11])^2 + ((Bar[Close,D,11] - Bar[Close,D,12])/Bar[Close,D,12])^2 + ((Bar[Close,D,12] - Bar[Close,D,13])/Bar[Close,D,13])^2 + ((Bar[Close,D,13] - Bar[Close,D,14])/Bar[Close,D,14])^2 + ((Bar[Close,D,14] - Bar[Close,D,15])/Bar[Close,D,15])^2 + ((Bar[Close,D,15] - Bar[Close,D,16])/Bar[Close,D,16])^2 + ((Bar[Close,D,16] - Bar[Close,D,17])/Bar[Close,D,17])^2 + ((Bar[Close,D,17] - Bar[Close,D,18])/Bar[Close,D,18])^2 + ((Bar[Close,D,18] - Bar[Close,D,19])/Bar[Close,D,19])^2 + ((Bar[Close,D,19] - Bar[Close,D,20])/Bar[Close,D,20])^2 + ((Bar[Close,D,20] - Bar[Close,D,21])/Bar[Close,D,21])^2
[SUM OF (Y^2)]= ((Bar[High,D,1] - Bar[Low,D,1])/Bar[Low,D,1])^2 + ((Bar[High,D,2] - Bar[Low,D,2])/Bar[Low,D,2])^2 + ((Bar[High,D,3] - Bar[Low,D,3])/Bar[Low,D,3])^2 + ((Bar[High,D,4] - Bar[Low,D,4])/Bar[Low,D,4])^2 + ((Bar[High,D,5] - Bar[Low,D,5])/Bar[Low,D,5])^2 + ((Bar[High,D,6] - Bar[Low,D,6])/Bar[Low,D,6])^2 + ((Bar[High,D,7] - Bar[Low,D,7])/Bar[Low,D,7])^2 + ((Bar[High,D,8] - Bar[Low,D,8])/Bar[Low,D,8])^2 + ((Bar[High,D,9] - Bar[Low,D,9])/Bar[Low,D,9])^2 + ((Bar[High,D,10] - Bar[Low,D,10])/Bar[Low,D,10])^2 +
((Bar[High,D,11] - Bar[Low,D,11])/Bar[Low,D,11])^2 + ((Bar[High,D,12] - Bar[Low,D,12])/Bar[Low,D,12])^2 + ((Bar[High,D,13] - Bar[Low,D,13])/Bar[Low,D,13])^2 + ((Bar[High,D,14] - Bar[Low,D,14])/Bar[Low,D,14])^2 + ((Bar[High,D,15] - Bar[Low,D,15])/Bar[Low,D,15])^2 + ((Bar[High,D,16] - Bar[Low,D,16])/Bar[Low,D,16])^2 + ((Bar[High,D,17] - Bar[Low,D,17])/Bar[Low,D,17])^2 + ((Bar[High,D,18] - Bar[Low,D,18])/Bar[Low,D,18])^2 + ((Bar[High,D,19] - Bar[Low,D,19])/Bar[Low,D,19])^2 + ((Bar[High,D,20] - Bar[Low,D,20])/Bar[Low,D,20])^2
CORR = (20 * (  [SUM OF (X * Y)]	) - ( ([SUM OF X]) * ([SUM OF Y]) ) ) / (
((20 * ( [SUM OF (X^2)] )) - ([SUM OF X])^2) *
((20 * ( [SUM OF (Y^2)] )) - ([SUM OF Y])^2) ) ^ 0.5

... and expanded out into the 100% StrategyDesk formula ...

} 100* (20 * ( {SUM OF (X * Y)} (((Bar[Close,D,1] - Bar[Close,D,2])/Bar[Close,D,2]) * ((Bar[High,D,1] - Bar[Low,D,1])/Bar[Low,D,1]) ) + (((Bar[Close,D,2] - Bar[Close,D,3])/Bar[Close,D,3]) * ((Bar[High,D,2] - Bar[Low,D,2])/Bar[Low,D,2]) ) + (((Bar[Close,D,3] - Bar[Close,D,4])/Bar[Close,D,4]) * ((Bar[High,D,3] - Bar[Low,D,3])/Bar[Low,D,3]) ) + (((Bar[Close,D,4] - Bar[Close,D,5])/Bar[Close,D,5]) * ((Bar[High,D,4] - Bar[Low,D,4])/Bar[Low,D,4]) ) + (((Bar[Close,D,5] - Bar[Close,D,6])/Bar[Close,D,6]) * ((Bar[High,D,5] - Bar[Low,D,5])/Bar[Low,D,5]) ) + (((Bar[Close,D,6] - Bar[Close,D,7])/Bar[Close,D,7]) * ((Bar[High,D,6] - Bar[Low,D,6])/Bar[Low,D,6]) ) + (((Bar[Close,D,7] - Bar[Close,D,8])/Bar[Close,D,8]) * ((Bar[High,D,7] - Bar[Low,D,7])/Bar[Low,D,7]) ) + (((Bar[Close,D,8] - Bar[Close,D,9])/Bar[Close,D,9]) * ((Bar[High,D,8] - Bar[Low,D,8])/Bar[Low,D,8]) ) + (((Bar[Close,D,9] - Bar[Close,D,10])/Bar[Close,D,10]) * ((Bar[High,D,9] - Bar[Low,D,9])/Bar[Low,D,9]) ) + (((Bar[Close,D,10] - Bar[Close,D,11])/Bar[Close,D,11]) * ((Bar[High,D,10] - Bar[Low,D,10])/Bar[Low,D,10]) ) + (((Bar[Close,D,11] - Bar[Close,D,12])/Bar[Close,D,12]) * ((Bar[High,D,11] - Bar[Low,D,11])/Bar[Low,D,11]) ) + (((Bar[Close,D,12] - Bar[Close,D,13])/Bar[Close,D,13]) * ((Bar[High,D,12] - Bar[Low,D,12])/Bar[Low,D,12]) ) +
(((Bar[Close,D,13] - Bar[Close,D,14])/Bar[Close,D,14]) Bar[Low,D,13])/Bar[Low,D,13]) ) + (((Bar[Close,D,14] - Bar[Close,D,15])/Bar[Close,D,15]) Bar[Low,D,14])/Bar[Low,D,14]) ) +
(((Bar[Close,D,15] - Bar[Close,D,16])/Bar[Close,D,16]) Bar[Low,D,15])/Bar[Low,D,15]) ) + (((Bar[Close,D,16] - Bar[Close,D,17])/Bar[Close,D,17]) Bar[Low,D,16])/Bar[Low,D,16]) ) +
(((Bar[Close,D,17] - Bar[Close,D,18])/Bar[Close,D,18]) Bar[Low,D,17])/Bar[Low,D,17]) ) + (((Bar[Close,D,18] - Bar[Close,D,19])/Bar[Close,D,19]) Bar[Low,D,18])/Bar[Low,D,18]) ) +
(((Bar[Close,D,19] - Bar[Close,D,20])/Bar[Close,D,20]) Bar[Low,D,19])/Bar[Low,D,19]) ) + (((Bar[Close,D,20] - Bar[Close,D,21])/Bar[Close,D,21]) Bar[Low,D,20])/Bar[Low,D,20]) )
* ((Bar[High,D,13] - * ((Bar[High,D,14] - * ((Bar[High,D,15] - * ((Bar[High,D,16] - * ((Bar[High,D,17] - * ((Bar[High,D,18] - * ((Bar[High,D,19] - * ((Bar[High,D,20] -
)- ( ( { SUM OF X } ((Bar[Close,D,1] - Bar[Close,D,2])/Bar[Close,D,2]) + ((Bar[Close,D,2] - Bar[Close,D,3])/Bar[Close,D,3]) + ((Bar[Close,D,3] - Bar[Close,D,4])/Bar[Close,D,4]) + ((Bar[Close,D,4] - Bar[Close,D,5])/Bar[Close,D,5]) + ((Bar[Close,D,5] - Bar[Close,D,6])/Bar[Close,D,6]) + ((Bar[Close,D,6] - Bar[Close,D,7])/Bar[Close,D,7]) + ((Bar[Close,D,7] - Bar[Close,D,8])/Bar[Close,D,8]) + ((Bar[Close,D,8] - Bar[Close,D,9])/Bar[Close,D,9]) + ((Bar[Close,D,9] - Bar[Close,D,10])/Bar[Close,D,10]) + ((Bar[Close,D,10] - Bar[Close,D,11])/Bar[Close,D,11]) + ((Bar[Close,D,11] - Bar[Close,D,12])/Bar[Close,D,12]) + ((Bar[Close,D,12] - Bar[Close,D,13])/Bar[Close,D,13]) + ((Bar[Close,D,13] - Bar[Close,D,14])/Bar[Close,D,14]) + ((Bar[Close,D,14] - Bar[Close,D,15])/Bar[Close,D,15]) + ((Bar[Close,D,15] - Bar[Close,D,16])/Bar[Close,D,16]) + ((Bar[Close,D,16] - Bar[Close,D,17])/Bar[Close,D,17]) + ((Bar[Close,D,17] - Bar[Close,D,18])/Bar[Close,D,18]) + ((Bar[Close,D,18] - Bar[Close,D,19])/Bar[Close,D,19]) + ((Bar[Close,D,19] - Bar[Close,D,20])/Bar[Close,D,20]) + ((Bar[Close,D,20] - Bar[Close,D,21])/Bar[Close,D,21]) )* ( { SUM OF Y } ((Bar[High,D,1] - Bar[Low,D,1])/Bar[Low,D,1]) + ((Bar[High,D,2] - Bar[Low,D,2])/Bar[Low,D,2]) + ((Bar[High,D,3] - Bar[Low,D,3])/Bar[Low,D,3]) + ((Bar[High,D,4] - Bar[Low,D,4])/Bar[Low,D,4]) + ((Bar[High,D,5] - Bar[Low,D,5])/Bar[Low,D,5]) + ((Bar[High,D,6] - Bar[Low,D,6])/Bar[Low,D,6]) + ((Bar[High,D,7] - Bar[Low,D,7])/Bar[Low,D,7]) +
((Bar[High,D,8] - Bar[Low,D,8])/Bar[Low,D,8]) + ((Bar[High,D,9] - Bar[Low,D,9])/Bar[Low,D,9]) + ((Bar[High,D,10] - Bar[Low,D,10])/Bar[Low,D,10]) + ((Bar[High,D,11] - Bar[Low,D,11])/Bar[Low,D,11]) + ((Bar[High,D,12] - Bar[Low,D,12])/Bar[Low,D,12]) + ((Bar[High,D,13] - Bar[Low,D,13])/Bar[Low,D,13]) + ((Bar[High,D,14] - Bar[Low,D,14])/Bar[Low,D,14]) + ((Bar[High,D,15] - Bar[Low,D,15])/Bar[Low,D,15]) + ((Bar[High,D,16] - Bar[Low,D,16])/Bar[Low,D,16]) + ((Bar[High,D,17] - Bar[Low,D,17])/Bar[Low,D,17]) + ((Bar[High,D,18] - Bar[Low,D,18])/Bar[Low,D,18]) + ((Bar[High,D,19] - Bar[Low,D,19])/Bar[Low,D,19]) + ((Bar[High,D,20] - Bar[Low,D,20])/Bar[Low,D,20]) )) )
/ (
((20 * (
{SUM OF (X^2)} ((Bar[Close,D,1] - ((Bar[Close,D,2] - ((Bar[Close,D,3] - ((Bar[Close,D,4] - ((Bar[Close,D,5] - ((Bar[Close,D,6] - ((Bar[Close,D,7] - ((Bar[Close,D,8] - ((Bar[Close,D,9] - ((Bar[Close,D,10] ((Bar[Close,D,11] ((Bar[Close,D,12] ((Bar[Close,D,13] ((Bar[Close,D,14] ((Bar[Close,D,15] ((Bar[Close,D,16] ((Bar[Close,D,17] ((Bar[Close,D,18] ((Bar[Close,D,19] ((Bar[Close,D,20] )) -
( {SUM OF X} ((Bar[Close,D,1] - ((Bar[Close,D,2] - ((Bar[Close,D,3] - ((Bar[Close,D,4] - ((Bar[Close,D,5] - ((Bar[Close,D,6] - ((Bar[Close,D,7] -
Bar[Close,D,2])/Bar[Close,D,2])^2 + Bar[Close,D,3])/Bar[Close,D,3])^2 + Bar[Close,D,4])/Bar[Close,D,4])^2 + Bar[Close,D,5])/Bar[Close,D,5])^2 + Bar[Close,D,6])/Bar[Close,D,6])^2 + Bar[Close,D,7])/Bar[Close,D,7])^2 + Bar[Close,D,8])/Bar[Close,D,8])^2 + Bar[Close,D,9])/Bar[Close,D,9])^2 + Bar[Close,D,10])/Bar[Close,D,10])^2 + - Bar[Close,D,11])/Bar[Close,D,11])^2 +
- Bar[Close,D,12])/Bar[Close,D,12])^2 + - Bar[Close,D,13])/Bar[Close,D,13])^2 + - Bar[Close,D,14])/Bar[Close,D,14])^2 + - Bar[Close,D,15])/Bar[Close,D,15])^2 + - Bar[Close,D,16])/Bar[Close,D,16])^2 + - Bar[Close,D,17])/Bar[Close,D,17])^2 + - Bar[Close,D,18])/Bar[Close,D,18])^2 + - Bar[Close,D,19])/Bar[Close,D,19])^2 + - Bar[Close,D,20])/Bar[Close,D,20])^2 + - Bar[Close,D,21])/Bar[Close,D,21])^2
Bar[Close,D,2])/Bar[Close,D,2]) + Bar[Close,D,3])/Bar[Close,D,3]) + Bar[Close,D,4])/Bar[Close,D,4]) + Bar[Close,D,5])/Bar[Close,D,5]) + Bar[Close,D,6])/Bar[Close,D,6]) + Bar[Close,D,7])/Bar[Close,D,7]) + Bar[Close,D,8])/Bar[Close,D,8]) +
((Bar[Close,D,8] - ((Bar[Close,D,9] - ((Bar[Close,D,10] ((Bar[Close,D,11] ((Bar[Close,D,12] ((Bar[Close,D,13] ((Bar[Close,D,14] ((Bar[Close,D,15] ((Bar[Close,D,16] ((Bar[Close,D,17] ((Bar[Close,D,18] ((Bar[Close,D,19] ((Bar[Close,D,20] )^2) *
((20 * (
Bar[Close,D,9])/Bar[Close,D,9]) + Bar[Close,D,10])/Bar[Close,D,10]) + - Bar[Close,D,11])/Bar[Close,D,11]) +
- Bar[Close,D,12])/Bar[Close,D,12]) + - Bar[Close,D,13])/Bar[Close,D,13]) + - Bar[Close,D,14])/Bar[Close,D,14]) + - Bar[Close,D,15])/Bar[Close,D,15]) + - Bar[Close,D,16])/Bar[Close,D,16]) + - Bar[Close,D,17])/Bar[Close,D,17]) + - Bar[Close,D,18])/Bar[Close,D,18]) + - Bar[Close,D,19])/Bar[Close,D,19]) + - Bar[Close,D,20])/Bar[Close,D,20]) + - Bar[Close,D,21])/Bar[Close,D,21])
{SUM OF (Y^2)} ((Bar[High,D,1] - Bar[Low,D,1])/Bar[Low,D,1])^2 + ((Bar[High,D,2] - Bar[Low,D,2])/Bar[Low,D,2])^2 + ((Bar[High,D,3] - Bar[Low,D,3])/Bar[Low,D,3])^2 + ((Bar[High,D,4] - Bar[Low,D,4])/Bar[Low,D,4])^2 + ((Bar[High,D,5] - Bar[Low,D,5])/Bar[Low,D,5])^2 + ((Bar[High,D,6] - Bar[Low,D,6])/Bar[Low,D,6])^2 + ((Bar[High,D,7] - Bar[Low,D,7])/Bar[Low,D,7])^2 + ((Bar[High,D,8] - Bar[Low,D,8])/Bar[Low,D,8])^2 + ((Bar[High,D,9] - Bar[Low,D,9])/Bar[Low,D,9])^2 + ((Bar[High,D,10] - Bar[Low,D,10])/Bar[Low,D,10])^2 + ((Bar[High,D,11] - Bar[Low,D,11])/Bar[Low,D,11])^2 + ((Bar[High,D,12] - Bar[Low,D,12])/Bar[Low,D,12])^2 + ((Bar[High,D,13] - Bar[Low,D,13])/Bar[Low,D,13])^2 + ((Bar[High,D,14] - Bar[Low,D,14])/Bar[Low,D,14])^2 + ((Bar[High,D,15] - Bar[Low,D,15])/Bar[Low,D,15])^2 + ((Bar[High,D,16] - Bar[Low,D,16])/Bar[Low,D,16])^2 + ((Bar[High,D,17] - Bar[Low,D,17])/Bar[Low,D,17])^2 + ((Bar[High,D,18] - Bar[Low,D,18])/Bar[Low,D,18])^2 + ((Bar[High,D,19] - Bar[Low,D,19])/Bar[Low,D,19])^2 + ((Bar[High,D,20] - Bar[Low,D,20])/Bar[Low,D,20])^2 )) - ( {SUM OF Y} ((Bar[High,D,1] - Bar[Low,D,1])/Bar[Low,D,1]) + ((Bar[High,D,2] - Bar[Low,D,2])/Bar[Low,D,2]) + ((Bar[High,D,3] - Bar[Low,D,3])/Bar[Low,D,3]) + ((Bar[High,D,4] - Bar[Low,D,4])/Bar[Low,D,4]) + ((Bar[High,D,5] - Bar[Low,D,5])/Bar[Low,D,5]) + ((Bar[High,D,6] - Bar[Low,D,6])/Bar[Low,D,6]) + ((Bar[High,D,7] - Bar[Low,D,7])/Bar[Low,D,7]) + ((Bar[High,D,8] - Bar[Low,D,8])/Bar[Low,D,8]) + ((Bar[High,D,9] - Bar[Low,D,9])/Bar[Low,D,9]) +
((Bar[High,D,10] - Bar[Low,D,10])/Bar[Low,D,10]) + ((Bar[High,D,11] - Bar[Low,D,11])/Bar[Low,D,11]) + ((Bar[High,D,12] - Bar[Low,D,12])/Bar[Low,D,12]) + ((Bar[High,D,13] - Bar[Low,D,13])/Bar[Low,D,13]) + ((Bar[High,D,14] - Bar[Low,D,14])/Bar[Low,D,14]) + ((Bar[High,D,15] - Bar[Low,D,15])/Bar[Low,D,15]) + ((Bar[High,D,16] - Bar[Low,D,16])/Bar[Low,D,16]) + ((Bar[High,D,17] - Bar[Low,D,17])/Bar[Low,D,17]) + ((Bar[High,D,18] - Bar[Low,D,18])/Bar[Low,D,18]) + ((Bar[High,D,19] - Bar[Low,D,19])/Bar[Low,D,19]) + ((Bar[High,D,20] - Bar[Low,D,20])/Bar[Low,D,20]) )^2)
) ^ 0.5
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