diff --git a/src/screener/t_candlestick.py b/src/screener/t_candlestick.py
index b365efa..efe56ba 100644
--- a/src/screener/t_candlestick.py
+++ b/src/screener/t_candlestick.py
@@ -83,9 +83,20 @@ def check_entry_signal(df: pd.DataFrame, selected_patterns: list = None) -> list
 
 def run_candlestick_scanner(min_price: float, max_price: float, min_volume: int, 
                            portfolio_size: float = None, interval: str = "1d",
-                           start_date: datetime = None, end_date: datetime = None) -> None:
+                           start_date: datetime = None, end_date: datetime = None,
+                           selected_patterns: list = None) -> None:
     """
     Run candlestick pattern scanner to find bullish patterns
+    
+    Args:
+        min_price (float): Minimum stock price
+        max_price (float): Maximum stock price
+        min_volume (int): Minimum volume
+        portfolio_size (float, optional): Portfolio size for position sizing
+        interval (str, optional): Time interval for data. Defaults to "1d"
+        start_date (datetime, optional): Start date for scanning
+        end_date (datetime, optional): End date for scanning
+        selected_patterns (list, optional): List of patterns to scan for
     """
     try:
         # Initialize scanner components
@@ -111,7 +122,7 @@ def run_candlestick_scanner(min_price: float, max_price: float, min_volume: int,
                 if df.empty or len(df) < 5:  # Need at least 5 bars
                     continue
                     
-                signals = check_entry_signal(df)
+                signals = check_entry_signal(df, selected_patterns)  # Pass selected_patterns here
                 for signal, signal_date, signal_data in signals:
                     signal_data['date'] = signal_date
                     entry_data = process_signal_data(