Daily ATR

[pman777]

Hi, I'm trying to access the daily ATR from my min chart. The daily ATR values I'm accessing from the min chart are not the same as the values shown on the ATR indicator that is on my daily chart. Any thoughts?

protected override void Initialize()
{
Add(PeriodType.Day, 1);
}

// on bar update section

if (BarsInProgress == 1)
{
ATRval = ((ATR(period)[0]);
}

if (BarsInProgress == 0)
{
ATRBarVal.Set(ATRval);
}

[NinjaTrader_Bertrand]

pman777, thanks for the post - which CalculateOnBarClose setting are you working with here? How many days of data is loaded for the minute chart from which you attempt to access the daily ATR values?

[pman777]

tx u for response Bertrand. CalculateOnBarClose is set to "True" adn I have 10 days of data loaded on my min chart

[NinjaTrader_Bertrand]

Thanks, please try loading more data, like 30 days. So you would have enough to correctly calculate the value on the higher timeframe for the ATR. With 10 calendar days and an ATR spanning 14 bars, you would see differences as it's then still playing 'catch up' to current values.

[pman777]

that did it Bertrand ... thank you!!!