I've recently moved from Ninjatrader where I knew how to code basically anything I wanted. Before I go down the rabbit hole that is Sierra Chart indicators, I figured I'd ask if anyone knew if the following exists:

Look back X number of bars, find the price bar with the highest volume and draw a line at the high and low.

Thanks in advance for any help at all!

There is a section here with a bunch of SC indicators: https://nexusfi.com/download/sierra_chart/

Not sure if it has what you are looking for but it is a great place to start.

There is an indicator called "Highest N-bars/Lowest N-bars"
You add that to the chart, and add it to the volume subgraph.
Then you add a color bar alert. In the alert tab, alert when the most recent volume bar is higher than the last Highest-N-bar. This will color your price bar (or you can use arrows, etc.) to show you if the price bar is the highest volume in the last N-bars.