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Understanding number columns

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    Understanding number columns

    Hi,
    I have an ATR(14) indicator included in a 5 minutes column in a Market Analizer. (Calculate in bar close true)
    My understanding is that for ATR (14) with 14 bars (# of bars to look back) should be enough,... but really, the results are different if I use 14, 20, 70, or 80 bars,....

    To be true, I included the same indicator in a 5 minutes chart, with 5 days to load and calculate on bar close, and, using 80 bars in the MA I obtain the same result, but using 79 or less the results are different.
    Why?
    There are minimum requierements of bars to look back in MA ? I have same problem with other indicators.
    domenech

    #2
    domenech, your understanding is basically correct but the ATR uses an EMA calculation internally, so even if small different # bars lookbacks can change the received results here since this is an infinite filter in contrast to for example an SMA.
    BertrandNinjaTrader Customer Service

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