Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/7705
NRMA
NRMA is the famous indicator by Konstantin Kopyrkin.
Chaikin's Volatility - CHV
The volatility indicator by Chaikin accounts for the spread changes between the maximal and minimal prices. It defines the volatility value based on the range width between the maximum and minimum.
Indicator of Volatility Change
Volatility is a standard deviation.
Frama Indicator
The fractal dimension value is used to build an EMA-like moving average.