Algo-filter based on YouTube Video @9:30

Strategy-03 is a further refinement of Strategy-02. In Strategy-02, the first 15-minute candle should be green, but in Strategy-03, the candle type is Heikin-Ashi, and the candle should also be green. The formulas for Heikin-Ashi Open, Close, High, and Low are as follows, where HA_Close should be greater than HA_Open:

• HA_Open = 0.5 × [HA_Open(prev​) + HA_Close(prev​)]

• HA_Close = 0.25 × (Open + High + Low + Close)

• HA_High = max(High, HA_Open, HA_Close)

• HA_Low = min(Low, HA_Open, HA_Close)