So even if there are many more bars than this available in the datastore, they should be loaded for the ATR calculation.
When you run a system, the lead bars are the bars that are processed before the system can make any trades. No bars before the lead bars are processed by the system or by the indicators.
Yes, the ATR calculation is dependent on how many bars of history you have. It uses a calculation similar to an EMA, which also has the characteristic that the exact value depends on how many bars of history you supply to it, but the values converge towards the same thing.