This is an amazing piece of code because it works with statistics. If you know anything about quantum mechanical math, statistics rules probability. But in my honest opinion, even after I broke down the optimization to file the stats into block (small time-frame divisible by bars in one day), day of week and month of year. There was still more to the market that makes it difficult to use straight logic. So I now work with mostly neural networks and AIs so I can gauge more parameters at once. I still use a lot of this code, just not so much the HiLow strategy of it.
I hope that answers your question
I hope that answers your question