I'm trying to create a strategy that will be used in various time period charts, right now mostly a 5-minute candlestick chart. I want to have a stop loss and profit target in the strategy that's based on a seven day ATR value as two different percentages, one for SL and the other for PT say SL = seven day ATR*10%.
Is there a method that would allow me to look at a seven day ATR , or any amount of days, in a strategy used on a five minute chart for example?
Thanks,
George
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