First priority would be signal candle and last candle before signal.
Optional lookback N candles. I wouldn’t bother with this option.
Options to consider:
- Demand wick is greater than body.
- Demand wick is greater than percent of TP or SL.
- Demand wick is greater than percent of price.
- Demand wick is greater than pips / absolute price.
- Demand wick relative to ATR, etc.