I would like to use daily indicators like Average[200] in ProOrder systems that run for example every 15 minutes. Is that possible? If I understand it correct Average[200] will in this case be the last 200, 15:n minute bars.
Do I have to calculate how many 15:n minute bars there is on 200 days and work with that or is there any easier way?
Recently PRT added Multi Time Frame support for indicators.
You can now easily accomplish that.
Read https://www.prorealcode.com/topic/multi-timeframe-mtf-indicators-for-prorealtime/