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@bone and @Handle123 Thanks for your feedback. After reading your comments, I changed my code to use 250 days and 500 days max and min S&R. I still face the same issue and I don't feel it has to do with just number of days in S&R. If that is the case then at least crude oil and natural gas...

Hi All, I am building a support & resistance strategy on financial, commodity and FX futures (total 20 futures). S&R is defined as maximum and minimum prices in the last 50 days. The assumption is when today's price hits the resistance, next day's price will go down and when today's price hits...