Dear all: I created a system using the infamous B & Q indicator. Here is the basic idea of it: LE: C>MOV(C,50,S) AND B-indicator>55 and Q-indicator is 1 or -1 LX: C<MOV(C,50,S) SE: C<MOV(C,50,S) AND B-indicator>55 and Q-indicator is 1 or -1 SX: C>MOV(C,50,S) I try to eliminating some whipsaws of the LE and SE entry signals. So I add an additional entry filter on it. For LE, when the above LE condition is met, I want to wait till when there is a higher Close than the LE signal's Close, then only I will enter the market and only 1 entry signal appear on the chart. And, when the condition is not met, it will NOT refer to previous LE condition. And vise versa for SE entry. I try to get some coding ideas from Turtle System or Fractal System, and use the Cross(H,x) or Cross(L,x) function but still not work well. Any help will be appreciated. Regards, Buddy :D