I stand corrected. I dumped some of the SPX data to prove the ATR calculation to myself in Excel. Just don't tell my highschool math teacher that I had to do that....

Thanks, Bruce!

Quick follow-up:

Won't the code you offered below first calculate the average of the highs for the last 14 days, then subtract the average for the lows of the last 14 days from that? That would be a much different result than an average of H-L for each day in the same time period.

AVGH14 - AVGL14

Specifically, I have a chart group with SPX in the top chart and VIX in the bottom chart. I know how to link the Time Frame but I want the exact same number of bars in each chart and for them to be aligned one directly above the other. I've tried to do this manually but they never seem to line up correctly. This feature is present in most other charting packages I've dealt with, even ThinkOrSwims trading platform. Any assistance would be greatly appreciated.

Thanks!

I've been writing code in VBA and Tradestation's Easy Language for years. I'm looking for some simple steps to follow to code indicators. Here are some specific issues:

1. How to include a variable that will be input by the users (e.g. moving average length)

2. How to apply functions to simple calculations such as taking the average of the High minus the Low for the last 14 days. I tried "AVG(H-L,14" but get an error.

Thanks very much for the assistance.