As such I thought I would take advantage of the new BarsRequest feature in NT8 and write a new Indicator ATR14D that grabs 15 Daily bars and exposes a single value to the chart/strategy that loads it without needing to add a daily series.
It seems to be working ok, yet the Average True Range I am being returned does not equate to the 14D ATR Indicator Value on either NinjaTrader or FXCM. Its out by more than 50%.
Can anyone see what I am doing wrong here (file attached).
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