I want to back test below strategy on 3 minute candle after end of day on Pi.
If last candle of the day (3:27PM) is covering 10 AM candle then i have to get a buy signal which can be used for next day.
High of 3:27 PM candle should be greater than the high of 10:00 am candle
Low of 3:27 PM candle should be lower than the low of 10:00 am candle
In back testing window , what should I keep for Periodicity and Bar Interval and Days.