Daily ATR in 60 min TF

[Ludwig]

Hello,

my strategy runs in a 60 min TF. OnBarClose = true

I need to compare the current Daily ATR(2) every 60 minutes.

It is difficult to access the actual Daily ATR in a 60 min basis.

Is there any solution to do this?

Thanks

[NinjaTrader_Bertrand]

Hi Ludwig, what you can do here is working the strategy generally on CalculateOnBarClose = false and then accessing any OnBarClose conditions in FirstTickOfBar only, as showh in our sample here - http://www.ninjatrader.com/support/f...ad.php?t=19387

This means you can work the 60 min chart on bar close, but have access as well to the developing daily ATR value.

[Ludwig]

Thanks,

but how can I access the actual daily ATR(2) If I use FirstTickOfBar?
Is that the first tick of a 1 minute Bar or of the 60 minute Bar?

Does this work ATR(CurrentDayOHL,2)?

[NinjaTrader_Bertrand]

Ludwig, you would first of all add the daily series and then access the indicator value in it's context via BarsInProgress - http://www.ninjatrader.com/support/h...inprogress.htm