Various levels can be tested in the Strategy Tester to see what levels perform best. I recommend optimizing the EA in the "OHLC" mode, and then run a selected version in a single test in the "Every tick" or "Every tick based on real ticks" mode.
Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/17706
Trading system based on the signals of the ThreeCandles indicatorIntersections OHLC
The indicator calculates OHLC crossovers