Historical Volatility Ratio

This script is a way to plot the ratio of short-term and long-term volatility. If the ratio is below 50% for a short/long term HV, we know that the market has the potential to make a large move as the volatility reverts back to its mean.

Credit to Dave Landry for this idea. Seems to be a nice predictor after looking at many breakouts after a pullback.

Defaults to 6-period and 100-period HV.