I have a little difficulties getting the proper value for an ATR indicator with a multi-timeframe setup.
Basically I am running a strategy on a 1-min interval. I have added a 1 Day period to my script.
Now I would like to access the 5 day period ATR value of the prior day. Note: I am running the script on a 1-min timeframe.
I thought I could address like this:
double value = ATR(BarsArray[1],5)[1];
But this doesnt give me the proper values in time. It looks like for some reason it keeps on giving me the value of yesterday and not the historical day when I run the backtest.
Comment