--- In [email protected], "joe2dixon" <joe2di...@...> wrote:
>
> ang_60:
> 
> Maybe if you try 
> 
> TrRng= ref( ATR(1),-1 );
> 
> It should then look for the True Range for the previous day.
> 
> 
> 

Hi Joe,
thanks for taking the time to look into this matter, but I feel the problem 
pops up with the "TimeFrameExpand" command... the lines of code before are OK.

As I'm not able to resolve it, I adopted a turnaround, adding two lines to the 
code of my previous message;

After
TrueRange_Daily = TimeFrameExpand (TrRng, inDaily);

I added:
LastBarofDay = (   DateNum()!= Ref(DateNum(),1)  );
TrueRange_D = IIf (LastBarofDay, Ref(TrueRange_Daily, -1), TrueRange_Daily);


This way the code works as I expected, although it's not satisfactory from a 
conceptual point of view: I'd wish to see some of the senior users of the list 
(not to mention TJ) would pop up and explain why the "TimeFrameExpand" has this 
behaviour(*), but evidently I'm the only one from some thousand users on these 
list to see a problem with this.

 

(*) which happens on all last 5 minute bar of day EXCEPT the last bar of the 
last day in test, which from my point of view is even stranger..


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