That's inconsistent series, but I must admit that it is a bit tricky.

ATR internally generates a series only when TimeFrame is different to 1. So, we have an inconsistent number of series, but the problem is indeed related to skipping bars.

This should fix it:

Code:
...
vars O = series(priceOpen()),
	H = series(priceHigh()),
	L = series(priceLow()),
	prices = series(priceClose());
if(prices[0] > ATR(O,H,L,prices,200))
	enterLong();
}


I have to mention this in the manual because a normal user has indeed no chance to see the reason of the problem.