Average Daily Range (ToS)

#Average Daily Range Levels

#By Vah for TOS, based on cristian.d CD_Average Daily Range Zones - highs and lows of the day

#The number of days you'd like average

input length = 21;

def dayHigh = DailyHighLow(AggregationPeriod.DAY).Dailyhigh;

def dayLow = DailyHighLow(AggregationPeriod.DAY).DailyLow;

def dayrange = dayHigh - dayLow;

def AvgRange = average(DayRange, lenght);

plot ADR_H = open(period = AggregationPeriod.DAY) + (AvgRange/2);

plot ADR_L = open(period = AggregationPeriod.DAY) - (AvgRange/2);