I am using a session template Temp1 with trading hours between 9:00 and 17:30.
My strategy calculates the ATR on the Daily bars and enters and manages the trade at M1.
I had expected the High, Low and Close to be determined by the bars that fall within the trading range. However, I get the same results for ATR whether I use my Temp1 template or the <Use instrument settings> session template.
How is ATR(14)[0] determined when using session template?
How do I generate an ATR that only uses the candles within my session template and ignores candles outside the template?
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