Can anyone help me in coding the captioned? I try to code two kind of entries and with two exit respectively:-

LB:=BBandBot(Typ(),20,S,2);

UB:=BBandTop(Typ(),20,S,2);

BY:=C<UB AND Ref(C<UB,-4) AND Sum(C>UB,4)<=3 AND Sum(C>UB,4)>=1;

SL:=C>LB AND Ref(C>LB,-4) AND Sum(C<LB,4)<=3 AND Sum(C<LB,4)>=1;

StopLE:=BarsSince(SL)<=5 AND C>=Ref(HHV(H,10),-1);

StopSE:=BarsSince(BY)<=5 AND C<=Ref(LLV(L,10),-1);

LE:=BY AND Alert(BY=0,2) OR StopLE;

SE:=SL AND Alert(SL=0,2) OR StopSE;

FilSTPUp:= CONDITION1;

FilSTPDn:= CONDITION2;

LX:=Cross(HHV(H – 2.5*ATR(5),10), C ) OR (1-FilSTPUp) AND H>=UB;

SX:=Cross(C, LLV(L + 2.5*ATR(5),10)) OR (1- FilSTPDn) AND L <=LB;

Tr:=ExtFml("Forum.Latch",LE, LX, SE, SX);

Tr

Use the long trade as an example, when long is triggered by "BY", the LX is to be based on H>=UB. When the long trade is triggered by "StopLE", the LX is to be based on Cross(HHV(H – 2.5*ATR(5),10), C ), not H>=UB .

Similarly, when the short trade is triggered by "SL", SX is to be based on L <=LB. When the short trade is tiggered by "StopSE", the SX is to be based on Cross(C, LLV(L + 2.5*ATR(5),10)), not L<=LB.

I am trying to use two filters, but I can't fix it. Can anyone help me please?

Sa

p/s please see the attached image for the explanation

Does this come close to your results?

Plot:=Input("[1] sys1,[2] sys2,[3] sys",1,3,1);

LE1:= C<BBANDTOP(TYP(),20,S,2) AND Ref(C<BBANDTOP(TYP(),20,S,2) ,-4) AND Sum(C>BBANDTOP(TYP(),20,S,2) ,4)<=3 AND Sum(C>BBANDTOP(TYP(),20,S,2) ,4)>=1;;
SE1:= C>BBANDBOT(TYP(),20,S,2) AND Ref(C>BBANDBOT(TYP(),20,S,2) ,-4) AND Sum(C<BBANDBOT(TYP(),20,S,2) ,4)<=3 AND Sum(C<BBANDBOT(TYP(),20,S,2) ,4)>=1;
LX1:= H>=BBANDTOP(TYP(),20,S,2) ;
SX1:= L<=BBANDBOT(TYP(),20,S,2) ;

B1:=ExtFml("PowerPivots.SysEval",LE1,LX1,SE1,SX1,"!@#$#@!");
State1:=If(B1>0,1,If(B1<0,-1,0));

LE2:= BarsSince(SE1)<=5 AND C>=Ref(HHV(H,10),-1);
SE2:= BarsSince(LE1)<=5 AND C<=Ref(LLV(L,10),-1);
LX2:= Cross(HHV(H-2.5*ATR(5),10), C );
SX2:= Cross(C, LLV(L+2.5*ATR(5),10));

B2:=ExtFml("PowerPivots.SysEval",LE2,LX2,SE2,SX2,"!@#$#@!");
State2:=If(B2>0,1,If(B2<0,-1,0));

LE:= LE1 OR LE2;
SE:= SE1 OR SE2;
LX:= If(BarsSince(LE1)>BarsSince(LE2),LX1,LX2);
SX:= If(BarsSince(SE1)>BarsSince(SE2),SX1,SX2);

B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!");
State:=If(B>0,1,If(B<0,-1,0));
If(Plot=1,state1,if(Plot=2,state2,State))

I have tried minamor's code, but it isn't what I want.

Could anyone kind enough to help me coding what I want, see the top first message of this thread?

Thanks in advance!

Sa