Don't know if this has been asked before because I'm not sure what keywords to use in the search.
What I'm trying to do is return the previous average of 10 Daily bar ATR's (excluding the current day's) and plot a horizontal line on my intraday 5 min chart. So I need the data off the daily bars while I am in my intraday chart. I have tried to use offsetSeries and plug in atr(10, "YM,D") in the hopes that the atr function will know I want the atr of the daily bars (offset by 1, which I think would exclude the current day) rather than the last 10 bars of my intraday chart. Do I have it wrong that the "D" in the parameter does that (and do I need to write my own function to calc this?). Thanks for any help.
What I'm trying to do is return the previous average of 10 Daily bar ATR's (excluding the current day's) and plot a horizontal line on my intraday 5 min chart. So I need the data off the daily bars while I am in my intraday chart. I have tried to use offsetSeries and plug in atr(10, "YM,D") in the hopes that the atr function will know I want the atr of the daily bars (offset by 1, which I think would exclude the current day) rather than the last 10 bars of my intraday chart. Do I have it wrong that the "D" in the parameter does that (and do I need to write my own function to calc this?). Thanks for any help.
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