Price Legs: Average Heights; 'Smart ATR'. Consol Range Gauge
~~ Indicator to show small and large price legs (based on short and long input pivot lengths), and calculating the average heights of these price legs; counting legs from user-input start time ~~
//Premise: Wanted to use this as something like a 'Smart ATR': where the average/typical range of a...
It is indicator for average percent range (range from high to low of stock/index price) of N days,
This will help to find high percentage moving stock/index for intraday.