The "length" depends on the timeframe of the chart that you're using. If you're on the weekly chart, then 200 length on SMA will be a 200 Week SMA. Here's my attempt to recreate that line, I think its quite similar:
Edit: Just realized you can edit the timeframe with the Timeframe dropdown. If you choose "Chart", it will use the same timeframe as the chart. Just change the timeframe to 1 week and you'll get 200 Week SMA.
Brilliant dbshck, that helps. I knew how to change the candlesticks but did not realize this would change the timeframe of the length like that or rename it in the window, thanks.