Hourly ATR from a daily chart

TimeFrameSet( inHourly ); // switch to hourly time frame 
myATR = ATR(ATR_lookback);  //set the hourly ATR
TimeFrameRestore(); // restore time frame to original
hourlyATR = TimeFrameCompress( myATR, inHourly); //compress the hourly ATR into the daily bars
printf( "hourlyATR: " + NumToStr( hourlyATR ) + "\n" ); 

but this still prints out the Daily ATR, not the hourly.

You cannot go from higher to lower time frame. Try to think about it for a minute and you should realize why is that.