Av range of bars.

["Philip Nixon" <nixon@xxxxxxxxxxxxxx>]

I keep a close eye on the average range of the last 20 bars in my day
trading.  It gives me an idea of mkt vol so I can adjust my stops in v
quiet or v busy mkts.  I have been thinking that it would be nice to break
that down into avge size of last x up bars and avge size of last x down
bars.  I am however struggling to think how to even begin to code that. 
Any kind soul have an idea to get me going?

regards

Philip