Here is the modified code, of course since the daily ATR changes during the day, the lines can change in a highly irregular way.

//PRC_Daily ATR range intraday | indicator
//03.02.2017
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge
//https://www.prorealcode.com/topic/showing-customized-daily-indicators-in-smaller-timeframes/
 
//defparam drawonlastbaronly=true
 
// --- parameters
ATRperiod = 20
// ---
 
dTR = 0
for i = 0 to ATRperiod
dTR=dTR+max(abs(Dhigh(i)-Dlow(i)),max(abs(Dhigh(i)-Dclose(i+1)),abs(Dlow(i)-Dclose(i+1))))
next
 
avg = dTR/ATRperiod
//converted = round(avg/pointsize*10)/10
 
htr = Dlow(0)+avg[1]
ltr = Dhigh(0)-avg[1]
 
//if intradaybarindex=0 then
//begin=barindex
//endif
 
//drawsegment(begin,htr,barindex,htr) coloured(200,100,0)
//drawtext("#htr# - (D1atr: #converted#)",barindex,htr+10*pointsize,Dialog,Bold,10) coloured(200,100,0)
//drawsegment(begin,ltr,barindex,ltr) coloured(200,100,0)
//drawtext("#ltr# - (D1atr: #converted#)",barindex,ltr-10*pointsize,Dialog,Bold,10) coloured(200,100,0)
 
return htr,ltr

Be sure to have at least “ATRperiod” days of history for the calculation to be made correctly.

ATR-daily-levels.png