Diagnosing Differences Between ATR Indicator Values Across Platforms
Summary
The forum post addresses why the Average True Range calculated in VeighNa may differ substantially from the value shown in TradingView. It proposes checking several potential causes: differences in the ATR formula or smoothing method, discrepancies in the underlying OHLC data, parameter choices, and candle construction such as time-zone alignment or treatment of non-trading periods. The post also includes a sample strategy fragment that computes moving averages and ATR after updating bars.
Its suggested troubleshooting process is to compare exported OHLC bars for the same instrument and interval, align indicator settings, and manually trace the calculation on identical data. The explanation is general and does not provide a verified comparison, platform specifications, or evidence identifying the cause in the reported case. Its description of the platforms’ smoothing methods should therefore be treated as a hypothesis to confirm against their implementations; matching input data and settings is necessary before attributing a large difference to formula choice.
Key ideas
- ATR discrepancies can arise from different input bars, indicator settings, or calculation details.
- Time-zone alignment and session filtering can produce different candle series across platforms.
- Comparing identical OHLC data is a useful first step in diagnosing indicator mismatches.
- Manual calculation can help locate where two implementations begin to diverge.
- The post does not establish which cause explains the reported discrepancy.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.