Thanks for the upload! I appreciated it a lot.

Post have to be reviewed in order to be public. Will review it asap 🙂

ITF file upload is not necessary, I will make it myself if you have added the code into your content.

With respect to the Hypertrend (from LuxAlgo) conversion to PRT. I am not convinced that this conversion reliably copies the Tradingview behaviour. I compared the Tradingview chart with the PRT chart for the S&P500 in the first quarter of this year. Screen captures added. Of course with exactly the same configuration, 5, 14 and 80 (defaults).

The number of channel changes is modest in Tradingview, and huge in PRT. I guess that some Tradingview-math has been ill translated. Seems worthwhile to have someone check it and propose a correction?

Hypertrend-Tradingview.jpg Hypertrend-Prorealtime.jpg

This is the standard formula for the ATR indicator:

// ATR formula
//
// https://en.wikipedia.org/wiki/Average_true_range
// https://www.youtube.com/watch?v=jjsje1E3hVM
// https://www.investopedia.com/terms/a/atr.asp
// https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:average_true_range_atr
//
// Calculation of TR:
//
// The range of a day's trading is simply high − low {\displaystyle {\text{high}}-{\text{low}}} {\displaystyle {\text{high}}-{\text{low}}}.
// The true range extends it to yesterday's closing price if it was outside of today's range:
//
//        MyTR = max(Range,max(abs(high − close[1]),abs(low − close[1])))
//
// The true range is the largest of the:
//        Most recent period's high minus the most recent period's low
//        Absolute value of the most recent period's high minus the previous close
//        Absolute value of the most recent period's low minus the previous close
//
// Calculation of ATR (of P periods):
p      = 10
MyTR   = max(Range,max(abs(high - close[1]),abs(low - close[1])))
IF BarIndex < p THEN
   MyATR = MyTR
ELSE
   MyATR = ((MyATR[1] * (p - 1)) + MyTR) / p
ENDIF
RETURN MyATR

I found the reason behind the big difference in charts Tradingview and PRT. The broker chosen by LuxAlgo only gives candles during normal pre-market and market opening hours. PRT/IG gives 24 hourly candles per day. If I switch to another cfd broker dealing all day like IG, you get the same chart as in PRT (including same values for ATR). See screen capture.
What this means with respect to signals given by this indicator with a opening hours only broker versus a 24-24 broker, I do not know. More, less, more or less reliable, … happy backtesting.
No need to change the code, sorry for the fuzz, although I did learn something about the effect of the different brokers on signals given by an indicator.

Hypertrend-ATR-24h-Tradingview.jpg