Indicators is written according to Perry Kaufman books "Smarter Trading" and "Trading Systems & Methods".
Formulas for volatility indicator:
Volatility[i]=(DiffPrice[i]+DiffPrice[i-1]+...+DiffPrice[i-Period])/Period, where
DiffPrice[i]=Abs(close[i]-close[i-1]).
Formulas for efficiency ratio indicators:
Ratio[i]=Abs(close[i]-close[i-Period])/Volatility(i).
Download Kaufman volatility indicator:
Download Kaufman efficiency ratio indicator: