Show average daily range of SPX


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2019 Donor
I am trying to create a simple lower study that will show a graph of the average daily range of the SPX over the last 14 days.

Here is what I have so far:

declare lower;

input length = 14;
input BasePeriod = AggregationPeriod.DAY;
def Today_High = Highest(high(period = baseperiod)[0], 1);
def Today_Low = Lowest(low(period =baseperiod)[0], 1);

def DR = Today_High - Today_Low;

DR should be the daily range of the SPX. How do I get it to graph the 14 day average?


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