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I was trying to calculate ATR for multiple time frames. I expected
the code to produce ATR's of different magnitudes across the chart
history (I am using IB plugin to generate futures data history).
The minute time frame worked as expected. The hour and day ATR's
were varying a great deal minute to minute and only being calculated
on the last day of the history. An unexpected result and I can't
see what I don't see.
Thank you for your time, interest and help. There is a screen shot
of what my computer generates in Photos, MikeMann Album, MTFATR.
Thanks again,
Mike
_SECTION_BEGIN("MultipleTimeFrameATR");
TimeFrameSet(in1Minute);
ATRM=ATR(5);
TimeFrameRestore();
TimeFrameSet(inHourly);
ATRH=ATR(5);
TimeFrameRestore();
TimeFrameSet(inDaily);
ATRD=ATR(5);
TimeFrameRestore();
Plot(ATRM,"ATRMinute",colorBrightGreen,512);
Plot(ATRH,"ATRMinute",colorBlue,512);
Plot(ATRD,"ATRDaily",colorViolet,512);
_SECTION_END();
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