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Intraday ATR function

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I have thought about the problem. It appears we need two new functions. The
functions are:

1) True Range (TR): as usually defined

2) True Range Intraday (TRID):

    If( DayOfMonth() = Ref(DayOfMonth(),-1),
 Fml("TR"),
 H-L)

3) ATG Intraday (ATRID):

Mov( Fml("*ATR TRID") , 20 ,S)   [the # of bars can be changed as desired]


Does this make sense? Any suggestions?

neo