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Help with scan
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That's a long and complicated scan.
Getting lower lows is easy enough - 1 day ago low is less than 2 days ago low, etc. The higher low for the current candle is just low greater than 1 day ago low (if by "fifth candle" you mean the current one).
Getting the wicks - you could try testing for both the close and the open above the mid point of the bar. So it would start:
and [1 day ago close > 1 day ago low + [1 day ago range * .5] ]
and [1 day ago open > 1 day ago low + [1 day ago range * .5] ]
Then you would repeat that for each of the other three candles, 2 days ago, 3 days ago, 4 days ago.
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