Need help to find out the COUNT of candle closes with in the short range of previous 10 candles CLOSE range. How to find out how many out of these 10 candles closed in a range very near to 10 candle range mid point. Trying to find the subset of x out of 10 candles small range with in the bigger range to take the break out trading decision.
This will help find out dynamic range breakouts when the price start moving from the narrow range.