Here you go – exactly what you asked for drawn using SEGMENT.
defparam drawonlastbaronly = true
size = averagetruerange[20]
lasty=close
drawsegment(barindex-14,lasty,barindex-13,lasty + size)coloured(238,154,0)
lasty=lasty+size
drawsegment(barindex-13,lasty,barindex-12,lasty + size)coloured(238,154,0)
lasty=lasty+size
drawsegment(barindex-12,lasty,barindex-11,lasty + size)coloured(238,154,0)
lasty=lasty+size
drawsegment(barindex-11,lasty,barindex-10,lasty + size/2)coloured(238,154,0)
lasty=lasty+size/2
drawsegment(barindex-10,lasty,barindex-9,lasty)coloured(238,154,0)
drawsegment(barindex-9,lasty,barindex-8,lasty - size/2)coloured(238,154,0)
lasty=lasty-size/2
drawsegment(barindex-8,lasty,barindex-7,lasty - size)coloured(238,154,0)
lasty=lasty-size
drawsegment(barindex-7,lasty,barindex-6,lasty + size)coloured(238,154,0)
lasty=lasty+size
drawsegment(barindex-6,lasty,barindex-5,lasty + size/2)coloured(238,154,0)
lasty=lasty+size/2
drawsegment(barindex-5,lasty,barindex-4,lasty)coloured(238,154,0)
drawsegment(barindex-4,lasty,barindex-3,lasty - size/2)coloured(238,154,0)
lasty=lasty-size/2
drawsegment(barindex-3,lasty,barindex-2,lasty - size)coloured(238,154,0)
lasty=lasty-size
drawsegment(barindex-2,lasty,barindex-1,lasty - size)coloured(238,154,0)
lasty=lasty-size
drawsegment(barindex-1,lasty,barindex,lasty - size)coloured(238,154,0)
lasty=lasty-size
return