I am new to Streak and wish to create the following strategy:
Intraday strategy with 15 minute candle between 9:00 AM and 3:20 PM.
BUY when difference between HIGH of first 3 candles and LOW of first 3 candles is greater than 5 AND breakout above HIGH of first 3 candles for the day with STOP LOSS at LOW of first 3 candles. TP being 2%.
I can derive first 3 candles HIGH as [Opening Range (High, 45 min) and similarly Opening Range (Low, 45 min). However, how to I evaluate difference between these two values?