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I've been searching through the documentation and several forums. Can anyone help me on this, is there a way to calculate the Average True Range at a set time, say the current time is 3pm EST and you want it to calculate from 12am EST(previous date)? It's been driving me nuts for the past couple of days. I am using iATR(..,...,shift), currently "shift" is set at '0' which is the current time you execute the script or AE.
Kind Regards
Andrew