Hi I'm new and trying to get my trading strategy operating in code. For my alogorithm, I'm trying to use ATR on the 15 minute time frame. The problem is that it doesn't seem to be consolidating the indicator and I'm getting the same values as I would on the 1 minute time frame when I'm expecting the values to be much larger since they are the range from 15 mins instead of just 1 min. I'm also not sure if my symbol prices are getting consolidated properly either?

I made a quick backtest that shows the issues I'm having. All the values that I'm comparing between the minutes and the 15 minute consolidator are in the log. 

Thanks and I appreciate this forum!

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