Liquidity_Predator/Utilities/M_CheckWigsLastCandles.mqh

bool M_CheckWigsLastCandles(E_DIRECTION eDir, int nNumberOfCandles)
{
   for(int i = 1; i <= nNumberOfCandles; i++)
   {
      double candleSize = stGVL.Candle[i].high - stGVL.Candle[i].low;
      if(candleSize == 0)
         continue;
      
      double upperWick = stGVL.Candle[i].high - MathMax(stGVL.Candle[i].open, stGVL.Candle[i].close);
      double lowerWick = MathMin(stGVL.Candle[i].open, stGVL.Candle[i].close) - stGVL.Candle[i].low;

      double upperPercent = (upperWick / candleSize) * 100.0;
      double lowerPercent = (lowerWick / candleSize) * 100.0;

      if(eDir == DIR_LONG && upperPercent > nMinWigSizePercent)
         return true;

      if(eDir == DIR_SHORT && lowerPercent > nMinWigSizePercent)
         return true;
   }
   
   return false;
}