If I am running a strategy on a 5min chart and want to know what the current ATR value on a daily chart is, how would I code that?
Usually if I want the value of a 10 period ATR on my 5min chart I just use: ATR(10)[0]
How would I get the value for a 10 period ATR based on a daily bars (but from my strategy which uses a 5min chart)
thanks.
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