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I've been trying to find all Bearish Candles (Close < Open) falling on volume higher than prior bar (intraday 5-min). The time is set between 9:35AM and 12:00PM. Algorithm finds only 5 out of 6 Bearish Candles. I know that there are 6 by looking at the data and the chart. To see my data, see the Dropbox link inside GetSource method of my algorithm. And here is a Dropbox link to the screenshot of the chart:
http://www.dropbox.com/s/w5g33lnfwtqv7c3/2014-01-04%20ES%205-min%20Chart.png?dl=1
The algorithm is not catching that very long red candle on big volume at 10:05AM. However, Logs show 1st Bearish Candle at 10:25AM.
What am I not doing right?
Boris Sachakov
Here is new link to DropBox with Screenshot of the chart:
http://www.dropbox.com/s/vnzw5x8fd6tapfw/2016-01-04%20ES5-minChart.png?dl=1
Boris Sachakov
I solved the above problem. See the following link to thread "Trying to import 5-min data":
http://www.quantconnect.com/forum/discussion/1561/trying-to-import-5-min-data/p2
Boris Sachakov
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