Angela Duran
 Elite
    Posts: 729
Joined: 11/17/2003
User Profile |
JamesR,
Jeff took a quick look at the examples you posted and thinks this can be easily explained.
In your example you used 7 as an ATR value with a 5 day outlook. At the beginning, 6 bars are not used since it needs 7 to calculate the initial ATR value. The other four are thrown out at the end due to the 5 day outlook.
|