I would like to use an ATR indicator method as part of a strategy on a 5 minute chart. However, I need the ATR to return the average true range of a certain number of daily bars (and not 5 min bars). Looking at the following example copied from the manual, it appears this will only return information from 5 minute bars:
default price type
Print("The current ATR value is " + value.ToString
());
Is there a way to do this without having to calculate how many 5 minute bars there are in a day per security?
Thanks,
Gennaker
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