I can't seem to create this condition. What am I doing wrong?

There is no way for me to guess at what you might be doing wrong as you have not given any of the steps you took in attempting to create the condition.

What works for me is to add a 10-Period Average True Range to the chart and adjust the settings as desired.

Adding and Moving Indicators

Then click on the ATR indicator and select Create Scan Condition to choose New Low from the list. On a daily chart, I would probably set the period to 20.

Create Conditions from Your Chart