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Notice these systems, one works on major trends, the other on sideways 
movement. The one that works on the sideways has most of its losing 
trades on the major trends. It goes short on an up trend, and long on a 
downtrend. Any suggestions on how to link the two together or enhance 
their individual performance??  
1.Notice their optimization curve. 
2. Notice the sideways system, and how it holds across most markets.
3. According to the criteria of successful systems published on this 
list, how would you rate these two systems?
********************************************************************
LONG TRENDS
***********
inputs:NoDays(21), N(22),MULT1(2), MULT2(2);
vars:valuea(0),valueb(0),valuec(0), VAL1(0), VAL2(0);

valuea=highest(high,NoDays);
valueb=lowest(low,NoDays);
VAL1= Average(VALUEA,NODAYS);
VAL2= Average(VALUEB,NODAYS);

IF VALUEA CROSSES ABOVE VAL1 AND VALUEB > VAL2 THEN BUY ON CLOSE;
IF VALUEB CROSSES ABOVE VAL2 AND VALUEA > VAL1 THEN BUY ON CLOSE;
IF VALUEA CROSSES BELOW VAL1 AND VALUEB < VAL2 THEN SELL ON CLOSE; 
IF VALUEB CROSSES BELOW VAL2 AND VALUEA < VAL1 THEN SELL ON CLOSE;




VALUE1 = ((HIGHEST (HIGH, N)) - ((LOWEST (LOW, N))));
VALUE2= VALUE1 * MULT1;
VALUE3= VALUE1 * MULT2;
{VALUE2=TARGET, VALUE3 = STOPLOSS}
IF MARKETPOSITION = 1 THEN BEGIN
	EXITLONG TOMORROW AT ENTRYPRICE + VALUE2 LIMIT;
	EXITLONG TOMORROW AT ENTRYPRICE - VALUE3 STOP;
	END ;
IF MARKETPOSITION = -1 THEN BEGIN
	EXITSHORT TOMORROW AT ENTRYPRICE + VALUE3 STOP;
	EXITSHORT TOMORROW AT ENTRYPRICE - VALUE2 LIMIT;
	END ;
*********************************************************************
Sideways
*********
inputs:NoDay(3), MULT11(2), MULT22(2), AVE(4);
vars:valuea(0),valueb(0),LINR(0), VAL1(0), VAL2 (0);

valuea=highest(high,NoDay);
valueb=lowest(low,NoDay);
VAL1 = AVERAGE (VALUEA,NODAY);
VAL2 = AVERAGE (VALUEB, NODAY);
LINR =  LinearRegValueFC(C,AVE,0);     

IF LINR CROSSES ABOVE VAL2 THEN BUY ON CLOSE;
IF LINR CROSSES ABOVE VAL1 THEN EXITLONG ON CLOSE;

IF LINR CROSSES BELOW VAL1 THEN SELL ON CLOSE;
IF LINR CROSSES BELOW VAL2 THEN EXITSHORT ON CLOSE;




VALUE1 = ((HIGHEST (HIGH, NODAY)) - ((LOWEST (LOW, NODAY))));
VALUE2= VALUE1 * MULT11;
VALUE3= VALUE1 * MULT22;
{VALUE2=TARGET, VALUE3 = STOPLOSS}
IF MARKETPOSITION = 1 THEN BEGIN
	EXITLONG TOMORROW AT ENTRYPRICE + VALUE2 LIMIT;
	EXITLONG TOMORROW AT ENTRYPRICE - VALUE3 STOP;
	END ;
IF MARKETPOSITION = -1 THEN BEGIN
	EXITSHORT TOMORROW AT ENTRYPRICE + VALUE3 STOP;
	EXITSHORT TOMORROW AT ENTRYPRICE - VALUE2 LIMIT;
	END ;
*********************************************************************