ATR for specific hours?

Does anyone know of an indicator or EA that finds the ATR of a pair for specific hours over, say, the last two weeks. What I'm looking for is something where you could adjust 1) the GMT hours of interest; and 2) the look-back period.

Thus, if I wanted to find out what the ATR of a pair was between 5pm and 9pm CST over the last 10 trading days, I would simply put in those inputs, and the indicator or EA would spit out a number.

I wouldn't mind if, as an EA, it gave the same info over multiple currencies.

I'm thinking it would be useful being able to apply this to multiple time frames, but right now I'm most interested in H1 and M15.

Thanks in advance, if anyone knows of such a thing.

duffypratt,

Here is a screenshot of a script I created a while ago. It displays a bunch of info. The last 6 columns display the average pip range for the given time ranges over the past 20 days. It is hard-coded for my New York time broker. If this is similar to what you are looking for, we can probably alter it to meet your needs.

Thanks. Could you attach the script so I can look at it? This looks like it would serve half of my purposes (and the more important half for now). I have two things I'm trying to do. First, I'm trying to choose pairs I might trade in odd hours for an M15 strategy. Of course, it would be simplest just to trade the London/NY and the London/Asia overlaps. But those times are really awkward for me right now. So I'm looking for other alternatives.

The next thing, which really would require M15 information, is perhaps for fine tuning stops and profit points. But there are simpler ways to deal with that, and your script looks like it would handle the first job just fine.