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?

 

Author