Take the highest and lowest price of hour 00:00 - 01:00
Trading hour is between 01:01 - 05:00
If a single price goes below the high or above the low of the price level between 00:00-01:00
Then no trade for the day, it will resume tomorrow.
Not sure I fully understand what you exactly need. Why do you need all those ATR values when you just need the one of those MA crossing? I don't understand the logic behind that.