private bool PatternBase (int Pattern) { double open1 = PriorDayOHLC().PriorOpen[0] // Open of yesterday double close1 = PriorDayOHLC().PriorClose[0] // Close of yesterday double high1 = PriorDayOHLC().PriorHigh[0] // High of yesterday double low 1 = PriorDayOHLC().PriorLow[0] // Low of yesterday double open2 = PriorDayOHLC().PriorOpen[1] // open 2 days ago ... ... ... if (Pattern == 1) { if(Math.Abs(close1 - open1) < 0.5 * (high1 - low1)) return true } if (Pattern == 2) { .... .... } return false }
Currently even applying the filter with pattern 1 on the trading system which makes about 1/2 entries per day, I still find the number of entries too high on the backtest. Am I wrong trying to use the PriorDayOHLC function? Or am I making some other mistake? Thanks
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