ATR multi-time frame

[solvmatic]

the ATRs return same value when used in multi-time frame, is it an error
or can I use it this way?

if (BarsInProgress == 1){
ATR_s = ATR(ATR_short_term_periods)[0];
Print(ATR_s);
}
if (BarsInProgress == 2){
ATR_l = ATR(ATR_long_term_periods)[0];
Print("----"+ATR_l);
}

Thanks

[NinjaTrader_RyanM1]

Hi Solvmatic,

Yes, ATR will be calculated based on other time frames you've added.

What are the added series in your script?
What are the values for these?
ATR_short_term_periods
ATR_long_term_periods

What's some sample output you're seeing based on the above?

[solvmatic]

privatestring instrName = "ES 03-12";
privateint kagiPeriodVolume = 100;
privateint kagiInterval_ATR_short_term = 2;
privateint kagiInterval_ATR_long_term = 9;
privateint aTR_short_term_periods = 10;
privateint aTR_long_term_periods = 10;

protectedoverridevoid Initialize()
{
AddKagi(instrName, PeriodType.Volume, kagiPeriodVolume, kagiInterval_ATR_short_term, ReversalType.Tick, MarketDataType.Last);
AddKagi(instrName, PeriodType.Volume, kagiPeriodVolume, kagiInterval_ATR_long_term, ReversalType.Tick, MarketDataType.Last);

}

protectedoverridevoid OnBarUpdate()
{
if (BarsInProgress == 1){
ATR_s = ATR(ATR_short_term_periods)[0];
Print(ATR_s);
}
if (BarsInProgress == 2){
ATR_l = ATR(ATR_long_term_periods)[0];
Print("----"+ATR_l);
}
}

[solvmatic]

getting these:

1.14621053700929
----1.14621053700929
1.13890001015883
----1.13890001015883
1.11945500965089
----1.11945500965089
1.12598225916834
----1.12598225916834
1.10718314620992
----1.10718314620992
1.16432398889943
----1.16432398889943

the 2 ticks reversal and 9 ticks reversal kagi series should return different ATR values. right?

[NinjaTrader_RyanM1]

Thanks for those details. It would be good to compare what differences you are seeing when you chart these series side by side. Since both charts use the base 100 volume, they could be similar, or have same highs and lows.

[solvmatic]

for the secondary and third time frames, I switched them to volume based, and works

Add(instrName, PeriodType.Volume, 2000);
Add(instrName, PeriodType.Volume, 20000);

[NinjaTrader_RyanM1]

I see, then you'l have different base types. Thanks for following up here. Have a great weekend!