#OVERNIGHT ATR 


input agg = AggregationPeriod.DAY;
input length = 14;
input averageType = AverageType.WILDERS;
input PlotPreMktLinesHrsPastOpen = yes;


def bar = BarNumber();
def nan = Double.NaN;
def vHigh = high(period= agg);
def vLow = low(period= agg);
def vClose = close(period= agg);




def PMhrs = RegularTradingStart (GetYYYYMMDD()) > GetTime();
def RMhrs = RegularTradingStart (GetYYYYMMDD()) < GetTime();
def PMStart = RMhrs[1] and PMhrs;
def PMclose = CompoundValue(1, if PMStart then vHigh else if PMhrs then Max(vHigh, PMclose[1]) else PMclose[1], 0);
def PMHigh = CompoundValue(1, if PMStart then vHigh else if PMhrs then Max(vHigh, PMHigh[1]) else PMHigh[1], 0);
def PMLow = CompoundValue(1, if PMStart then vLow else if PMhrs then Min(vLow, PMLow[1]) else PMLow[1], 0);
def highBar = if PMhrs and vHigh == PMHigh then bar else nan;
def lowBar = if PMhrs and vLow == PMLow then bar else nan;
def PMHighBar = if bar == HighestAll(highBar) then PMHigh else PMHighBar[1];
def PMLowBar = if bar == HighestAll(lowBar) then PMLow else PMLowBar[1];


plot PMH =  if PlotPreMktLinesHrsPastOpen and PMHighBar != 0
            then PMHighBar
            else nan;
plot PML =  if PlotPreMktLinesHrsPastOpen and PMLowBar != 0
            then PMLowBar
            else nan;
plot PMMid = if PlotPreMktLinesHrsPastOpen and PMHighBar != 0 and PMLowBar != 0
             then (PMHighBar + PMLowBar) / 2
             else nan;




#problem solving stuff
def ONATR = MovingAverage(averageType, TrueRange(PMHigh, PMclose, PMLow), length);




AddLabel(yes,Round( ONATR )+ ": " );