A letter like H but with two middle line

A slightly modified version of my previous answer, in which all parameters are stored in keys, allows you to do that: just add two bars on top of two Is at different heights. The syntax is now such that you can optionally modify all parameters on the fly, h is the relative height, w is the fraction of the width, s is a shift that can be positive or negative and line width is, well, the line width.

\documentclass{article}
\usepackage{amsmath}
\usepackage{pgf}
\pgfkeys{/bar/.cd,h/.initial=0.42,w/.initial=0.75,s/.initial=0pt,line width/.initial=0.7pt}
\newcommand{\mybar}[2][]{\pgfkeys{/bar/.cd,#1}%
\ifmmode\setbox0\hbox{$#2$}%
\else
\setbox0\hbox{#1}%
\fi
\makebox[\the\wd0][c]{%
\hspace*{\pgfkeysvalueof{/bar/s}}%
\rule[\pgfkeysvalueof{/bar/h}\ht0]{\pgfkeysvalueof{/bar/w}\wd0}{%
\pgfkeysvalueof{/bar/line width}}}\hspace*{-\the\wd0}#2}
\begin{document}
$a=\mybar{\boldsymbol{\Upsilon}}+b+5\mybar{\boldsymbol{Z}}
+2\mybar[h=0.60,w=0.55,s=0.5pt]{\mybar[h=0.24,w=0.55,s=-0.5pt]{{\boldsymbol{I\hspace*{-1pt}I}}}}
-3H$
\end{document}