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Input: LEntryL(20), SEntryL(20), LExitL(10), SExitL(10);
If Currentbar >1 Then begin
If Close > Highest(High,LEntryL)[1] Then Buy 100 shares on Close;
If marketposition(0) = 1 then ExitLong Lowest(Low, LExitL) stop;
If Close < Lowest(Low,SEntryL)[1] Then Sell 100 shares on Close;
If marketposition(0) = -1 then ExitShort Highest(High, LExitL) stop;
End;
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