NperIn = Optimize("NPerIn", 10, 10, 40, 5); /* The close has to be less than this % of its daily and N day range */
LookBackIn = Optimize("LookBackIn", 17, 5, 21, 1); /*LookBack Period of Days for Close % determination */

LExitDays = Optimize("LExitDays", 5, 1, 30, 1);
SExitDays = Optimize("SExitDays", 5, 1, 30, 1);

/* */

NperOut = 2* NperIn;/* The close has to be less than this % of its daily and N day range */
LookBackOut = LookBackIn/2; /*LookBack Period of Days for Close % determination */
IndexLen =200;
/*****************************************************************************************************************/   
//Indicator #1 - On the Current Bar, what % is the Close
Condition1 =  (100 * (C-L) / (H-L)) < NperIn;
Condition10 = (100* (C-L) / (H-L)) > 100-NperOut;
//Indicator #2 - In the past Len1 days,  
Condition2 =  100 * (C - LLV(L,LookBackIn)) / (HHV(H,LookBackIn) - LLV(L,LookBackIn)) < NperIn;
Condition20=  100 * (C - LLV(L,LookBackOut)) / (HHV(H,LookBackout) - LLV(L,LookBackout)) >100- NperOut;

//Indicator #4 - Long Term Market
StrongTrendUp =   Close > MA(Close, IndexLen) AND MA(Close,IndexLen) > Ref(MA(Close,IndexLen),-1) ;
StrongTrendDn =   Close < MA(Close, IndexLen/4)   AND MA(Close,IndexLen/4) < Ref(MA(Close,IndexLen/4),-1) ;
TrendLess = NOT(StrongTrendDn OR StrongTrendUp);
/*****************************************************************************************************************/  
Buy =  Condition1 AND Condition2  AND NOT StrongTrendDn; 

Short = False;    
Sell= Ref(Buy, -LExitDays) OR Short OR (Condition10 AND Condition20) ;    
Buy= ExRem(Buy, Sell);     
Sell= ExRem(Sell, Buy) ;
    
Cover=Ref(Short, -SExitDays) OR Buy OR (Condition1 AND Condition2);     
Short= ExRem(Short, Cover);     
Cover= ExRem(Cover, Short);