[MQL5] Volatility tools built on close-to-close returns discar

Volatility tools built on close-to-close returns discard intrabar dispersion. OHLC-based estimators reduce that loss and

The Garman–Klass (1980) variance estimator uses ln(H/L)^2 plus a corrected ln(C/O)^2 term. It is theoretically more efficient than close-to-close under zero drift, but it ignores prior-close to current-open gaps, which can understate risk in instruments with frequent jumps. Testi…

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