diff --git a/indicators/Volatility.cs b/indicators/Volatility.cs
new file mode 100644
index 0000000..7322c58
--- /dev/null
+++ b/indicators/Volatility.cs
@@ -0,0 +1,177 @@
+#region Using declarations
+using System;
+using System.Collections.Generic;
+using System.ComponentModel;
+using System.ComponentModel.DataAnnotations;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Input;
+using System.Windows.Media;
+using System.Xml.Serialization;
+using NinjaTrader.Cbi;
+using NinjaTrader.Gui;
+using NinjaTrader.Gui.Chart;
+using NinjaTrader.Gui.SuperDom;
+using NinjaTrader.Gui.Tools;
+using NinjaTrader.Data;
+using NinjaTrader.NinjaScript;
+using NinjaTrader.Core.FloatingPoint;
+using NinjaTrader.NinjaScript.DrawingTools;
+using NinjaTrader.Gui.PropertiesTest;
+#endregion
+
+//This namespace holds Indicators in this folder and is required. Do not change it. 
+namespace NinjaTrader.NinjaScript.Indicators
+{
+    public class Volatility : Indicator
+    {
+        private List<double> volatilities;
+        private double currentVolatility;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = @"Measures volatility based on the standard deviation of price over the defined period";
+                Name = "Volatility";
+                Calculate = Calculate.OnPriceChange;
+                IsOverlay = false;
+                DisplayInDataBox = true;
+                DrawOnPricePanel = true;
+                PaintPriceMarkers = true;
+                ScaleJustification = ScaleJustification.Right;
+                IsSuspendedWhileInactive = true;
+
+                StdDevPeriod = 20;
+                PctRankPeriod = 252;
+                EMAPeriod = 100;
+
+                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "Volatility");
+                AddPlot(new Stroke(Brushes.Gray, DashStyleHelper.Solid, 3), PlotStyle.Line, "EMA");
+            }
+            else if (State == State.DataLoaded)
+            {
+                volatilities = new List<double>();
+                currentVolatility = double.MinValue;
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < StdDevPeriod)
+                return;
+
+            if (IsFirstTickOfBar && currentVolatility > double.MinValue)
+            {
+                volatilities.Add(currentVolatility);
+
+                if (volatilities.Count > PctRankPeriod)
+                    volatilities.RemoveAt(0);
+            }
+
+            currentVolatility = StdDev(Close, StdDevPeriod)[0];
+
+            PercentRank[0] = CalculatePercentRank(volatilities, currentVolatility);
+            Average[0] = EMA(Value, EMAPeriod)[0];
+        }
+
+        private double CalculatePercentRank(List<double> values, double currentValue)
+        {
+            if (values.Count == 0)
+                return 0;
+
+            int rank = values.Count(v => v <= currentValue);
+            return (double)rank / values.Count * 100.0;
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [Browsable(false)]
+        [XmlIgnore]
+        public Series<double> PercentRank
+        {
+            get { return Values[0]; }
+        }
+
+        [Browsable(false)]
+        [XmlIgnore]
+        public Series<double> Average
+        {
+            get { return Values[1]; }
+        }
+
+        [Range(1, int.MaxValue), NinjaScriptProperty]
+        [Display(Name = "Std Dev Period", Description = "Period for calculating the standard deviation of price", Order = 1, GroupName = "Volatility")]
+        public int StdDevPeriod { get; set; }
+
+        [Range(1, int.MaxValue), NinjaScriptProperty]
+        [Display(Name = "Pct Rank Period", Description = "Period for calculating the percent rank of volatility", Order = 2, GroupName = "Volatility")]
+        public int PctRankPeriod { get; set; }
+
+        [Range(1, int.MaxValue), NinjaScriptProperty]
+        [Display(Name = "EMA Period", Description = "Period for calculating the moving average of price", Order = 3, GroupName = "Volatility")]
+        public int EMAPeriod { get; set; }
+    }
+}
+
+#region NinjaScript generated code. Neither change nor remove.
+
+namespace NinjaTrader.NinjaScript.Indicators
+{
+    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
+    {
+        private Volatility[] cacheVolatility;
+        public Volatility Volatility(int stdDevPeriod, int pctRankPeriod, int eMAPeriod)
+        {
+            return Volatility(Input, stdDevPeriod, pctRankPeriod, eMAPeriod);
+        }
+
+        public Volatility Volatility(ISeries<double> input, int stdDevPeriod, int pctRankPeriod, int eMAPeriod)
+        {
+            if (cacheVolatility != null)
+                for (int idx = 0; idx < cacheVolatility.Length; idx++)
+                    if (cacheVolatility[idx] != null && cacheVolatility[idx].StdDevPeriod == stdDevPeriod && cacheVolatility[idx].PctRankPeriod == pctRankPeriod && cacheVolatility[idx].EMAPeriod == eMAPeriod && cacheVolatility[idx].EqualsInput(input))
+                        return cacheVolatility[idx];
+            return CacheIndicator<Volatility>(new Volatility(){ StdDevPeriod = stdDevPeriod, PctRankPeriod = pctRankPeriod, EMAPeriod = eMAPeriod }, input, ref cacheVolatility);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
+{
+    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
+    {
+        public Indicators.Volatility Volatility(int stdDevPeriod, int pctRankPeriod, int eMAPeriod)
+        {
+            return indicator.Volatility(Input, stdDevPeriod, pctRankPeriod, eMAPeriod);
+        }
+
+        public Indicators.Volatility Volatility(ISeries<double> input , int stdDevPeriod, int pctRankPeriod, int eMAPeriod)
+        {
+            return indicator.Volatility(input, stdDevPeriod, pctRankPeriod, eMAPeriod);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
+    {
+        public Indicators.Volatility Volatility(int stdDevPeriod, int pctRankPeriod, int eMAPeriod)
+        {
+            return indicator.Volatility(Input, stdDevPeriod, pctRankPeriod, eMAPeriod);
+        }
+
+        public Indicators.Volatility Volatility(ISeries<double> input , int stdDevPeriod, int pctRankPeriod, int eMAPeriod)
+        {
+            return indicator.Volatility(input, stdDevPeriod, pctRankPeriod, eMAPeriod);
+        }
+    }
+}
+
+#endregion