Now, that I had time to run the script and compare results, all I can say is great detective work pipclown!

I think there's no need to duplicate the effort, so I won't pursue the same analysis.

But... I would like to ask you for a favor, if you can spare a bit more time on your excellent script. I'd do it myself, if I knew python. I find your formula for a wick just a bit lacking.

I think the existence of the upper wick would be better described as high > max(open, close) and analogous the lower wick as low < min(open, close). If you would be so kind to make this little adaptation and run it again, to see if it changes anything? Thanks!