I completed a very extensive manual backtest and just this week started trading it live. After reviewing some of the data I noticed my "daily" ATR number was differing from the number I was using at the open of the US trading period. To my horror I quickly recognized my indicator was giving an up-to-the-minute ATR output - shown in the top left corner of the window and on the chart itself if you measure the bars with your pointer. When you highlight the current day's bar on the main price chart it shows yet another number - neither are the same as the final total you'd get after the day is completed. I thought ATR on a daily chart would give you the preceding "X" number of days based on your time frame. Instead, this was including the not yet completed current day slightly skewing the ATR number to the downside in most cases. I'm worried now that my backtest is ruined. I'm using an ATR period of less than 20 days so this shortened final day is affecting the computation more than I'd like. What should I do? I guess in the future I should highlight the preceding day and use that number? Or does the average trader just take the "up-to-the-minute" number regardless if it's using a partial day with artificially low volatility data. As we know, indicators usually work best when used just like everybody else regardless if they are accurate or not. Input? Thanks in advance! P.S.- I'm using the standard ATR indicator in Metatrader 4.