This method involves entering a trade once the average daily range has been exceeded.

In Post #1, the ADR line is based on the current day’s open.
In Post #2, the ATR line is based on the previous day’s close.

For this method, and particularly in the case of stock index CFDs, I believe that using the previous day’s close as the reference point is the correct approach.
However, the performance results for the ADR when calculated using the previous day’s close as the reference are shown in the attached image.
At present, the ADR based on the current day’s open is producing better results, but how might this compare over the longer term?

I have modified the indicator so that the reference point can be switched to either the open or the close.