Jack, thank you for the logs.
I will examine them in more details but what strikes me immediately is the rare occurrence of "N" or "M". I would have expected to see the logs full with them.
Maybe you simplified your logging by not writing down every little detail or station in the flow chart. But it is also (very) possible that I didn't understand it yet.
Here is why I would expect the log to be full with "M" and "N":
- The bar opens, then price goes in one direction, let's say short.
- Price comes back to the open value. We have a Doji. We do "M" and "N" test.
- Price passes the open value and continues for a few ticks.
- Then price comes back to the open value. We have a Doji. We do "M" and "N".
- Price goes short again, then returns to open, passes long, comes back to open, passes short, etc., etc.
All of this happens multiple times during a bar. Therefore the log must be full with "M" and "N". Did I understand this correct?