But I'm using only series (middle, upperATR, lowerATR).

I just tried

vars atr = series(2*ATR(25));
Stop = atr[0];

=> same result.

I just re-studied Workshop 6 and the specifications of TimeFrame in the manual for the 5th time at least.

The only potential problem with my script I could find was that my price series is declared before TimeFrame is changed.

I switched the order to

TimeFrame = 240 / BarPeriod;
vars Price = series(price());
....

=> same result.

(I assume that this is an H4 Price series now?)

Even before I changed the order, I could see the ATR Bands looking like stairs in lower timeframes, which confirms that they are calculated in H4, and as my entries are equal to these lines, they should stay the same as well, don't they?



Sorry if I keep nagging, but I'm feeling if I don't understand this now, I'm building my knowledge without a foundation which will lead to total confusion and failure.