Pine Script - New Highs and New Lows

study("New Highs / New Lows")
Len = input(title="Lookback Period", type=integer, defval=20, minval=1)
H = security("HIGA", "D", close)
L = security("LOWA", "D", close)
run=sma(H-L,Len)

p1 = plot(run >= 0 ? run : 0, color=green)
p2 = plot(0)
p3 = plot(run < 0 ? run : 0, color=red)

fill(p1, p2, color=green, transp=50)
fill(p2, p3, color=red, transp=50)