Im try to get daily ATR for last 5 days. Code work perfect on D1 but take another result on lower timeframes. Why? Seems like [dh, dl] on lower TF contains only current day info
[dh,dl] = request.security(syminfo.tickerid, "D", [high,low], lookahead=barmerge.lookahead_on)
if barstate.isrealtime
log.info("==============")
log.info(str.tostring( dh[0] ))
log.info(str.tostring( dh[1] ))
log.info(str.tostring( dh[2] ))
log.info(str.tostring( dh[3] ))
log.info(str.tostring( dh[4] ))
If run this code on 1D, result is (expected):
[2024-03-28T14:47:27.614+03:00]: 1.08278
[2024-03-28T14:47:27.614+03:00]: 1.0839
[2024-03-28T14:47:27.614+03:00]: 1.08643
[2024-03-28T14:47:27.614+03:00]: 1.08424
[2024-03-28T14:47:27.614+03:00]: 1.0868
But if run it on 5 (5 min), than:
[2024-03-28T14:49:22.420+03:00]: 1.08278
[2024-03-28T14:49:22.420+03:00]: 1.08278
[2024-03-28T14:49:22.420+03:00]: 1.08278
[2024-03-28T14:49:22.420+03:00]: 1.08278
[2024-03-28T14:49:22.420+03:00]: 1.08278