自動交易裡無法正確取得日層級平均真實區間

想利用日K的平均真實區間來計算停利和移動停損，
但是一直無法抓出正確的ATR數值，
不知道是哪裡有問題?

附上我的自動停損停利腳本和跨頻率計算日層級ATR的函數腳本

煩請解惑，謝謝

自動停損利腳本----------------------------

 input: Period(14, "日ATR計算週期");
var: intrabarpersist stoploss_point(0);

value1 = xf_dATR(Period);           //計算日層級的平均真實區間
value2 = intPortion(value1*1.5);    //計算停利點數
value3 = intPortion(value1*0.5);    //計算移動停損點數

{多單停損停利}
if Position > 0 and Filled > 0 then 
    begin
    if stoploss_point = 0 then 
        stoploss_point = FilledAvgPrice - value3;

    if Close > FilledAvgPrice then 
        if Close - value3 > stoploss_point then 
            stoploss_point = Close - value3;

    if Close >= FilledAvgPrice + value2 then 
        begin
        SetPosition(0, market, label:="多單停利");
        stoploss_point = 0;
        end 
    else if Close <= stoploss_point then 
        begin
        SetPosition(0, market, label:="多單移停");
        stoploss_point = 0;
        end;
    end;

{空單停損停利}
if Position < 0 and Filled < 0 then 
    begin
    if stoploss_point = 0 then 
        stoploss_point = FilledAvgPrice + value3;

    if Close < FilledAvgPrice then 
        if Close + value3 < stoploss_point then 
            stoploss_point = Close + value3;

    if Close <= FilledAvgPrice - value2 then 
        begin
        SetPosition(0, market, label:="空單停利");
        stoploss_point = 0;
        end 
    else if Close >= stoploss_point then 
        begin
        SetPosition(0, market, label:="空單移停");
        stoploss_point = 0;
        end;
    end;

print(date, time, Filled, filledAvgPrice, close, stoploss_point, value1);

跨頻率計算日層級ATR的函數腳本(不含當日的區間) 

SetBarMode(1);

{傳回平均真實區間
Length: 計算期數}

input: Length(numeric);

vars:J(0);

if getfield("Close", "D")[2] > getfield("High", "D")[1] then 
    value1 = getfield("Close", "D")[2] 
else 
    value1 = getfield("High", "D")[1];

if getfield("Close", "D")[2] < getfield("Low", "D")[1] then 
    value2 = getfield("Close", "D")[2] 
else 
    value2 = getfield("Low", "D")[1];

value3 = value1 - value2;

value4 = value3;

for value5 = 1 to Length-1 
begin
    value4 += xf_GetValue("D", value3, value5);
end;

xf_dATR = (value4/Length);