I'm trying to code a momentum strategy based off of a rolling average of log return for BTC/USD. However, I have a couple of issues:

1) I'm getting an error while trying to use LOGR...  

 self.AddCrypto("BTCUSD", Resolution.Hour)
self.avg = self.LOGR("BTCUSD", 1) produces a runtime error

2) How would I go about getting a rolling average of the log return? In other words, I want, for input number N and bar type T, the mean log return over the last N ticks of type T. As an example, if N is 120 and T is minute, I want the average of the log returns for [0-1],[1-2]....[118-119][119-120].