You could create a Daily Historical Volatility using the following RealCode Indicator:

'# Period = UserInput.integer = 100
Static sumofsqr As Single
If CurrentIndex >= Period + 1 Then
    sumofsqr += System.Math.Log(Price.Last / Price.Last(1)) ^ 2 - _
        System.Math.Log(Price.Last(Period) / Price.Last(Period + 1)) ^ 2
Else If isFirstBar Then
    sumofsqr = 0
Else
    sumofsqr += System.Math.Log(Price.Last / Price.Last(1)) ^ 2
End If
If CurrentIndex >= Period Then
    Plot = 1600 * ((sumofsqr - _
        (System.Math.Log(Price.Last / Price.Last(Period)) ^ 2) / Period) / Period) ^ .5
Else
    Plot = Single.NaN
End If

You could create a Daily Historical Volatility Ratio using the following RealCode Indicator:

'# ShortHV = UserInput.Integer = 6
'# LongHV = UserInput.Integer = 100
Static Sum(1) As Single
If isFirstBar Then
    Sum(0) = 0
    Sum(1) = 0
Else
    Sum(0) += System.Math.Log(Price.Last / Price.Last(1)) ^ 2
    Sum(1) += System.Math.Log(Price.Last / Price.Last(1)) ^ 2
End If
If CurrentIndex > ShortHV Then Sum(0) -= System.Math.Log(Price.Last(ShortHV) / _
        Price.Last(ShortHV + 1)) ^ 2
If CurrentIndex > LongHV Then Sum(1) -= System.Math.Log(Price.Last(LongHV) / _
        Price.Last(LongHV + 1)) ^ 2
If CurrentIndex >= 100 Then
    Plot = ((Sum(0) - (System.Math.Log(Price.Last / Price.Last(ShortHV)) ^ 2) / _
        ShortHV) / ShortHV) ^ .5 / _
        ((Sum(1) - (System.Math.Log(Price.Last / Price.Last(LongHV)) ^ 2) / _
        LongHV) / LongHV) ^ .5
Else
    Plot = Single.NaN
End If

You should be able to right-click on the Indicator and select Create Rule to create a Rule that could be Dragged and Dropped to the Watchlist to create a Scan.