Hi folks,

Firstly i applogise if this is a silly question but i am very new to quantconnect and i can't quite seem to find what i'm looking for.

I have a XAUUSD strategy i'm looking to automate and roughly i need to do the following:

  • Identify on the 1 minute timeframe when a up/down trend has just closed past the previous high/low of the previous X number of candles.

Firstly i'm not too sure how many candles i should be looking back, when trading this manually the moves up and down in the market are very clear to see, even on the 1m timeframe. How would i be able to achieve something like this? Again sorry if this is a very simple question thats often asked. Thanks folks