For example. How can I get the ATR for an instrument for the first 30 min. I suppose I can add the atr to a chart and scroll back to see what that value was in the first 30 min. But my goal is to:
Atr( for only the first 30 min of trading for the past 20 days)
So now we have two variables:
One is isolating the intraday trading time (30 min)
Second is for the past 20 days
Comment