inputs: echannel(20),xchannel(10),atrbars(15),acctsize (10000000),edate(861231);

vars:up(false),h20(0),h10(0),l20(0),l10(0),lastb(0 ),
lasts(99999),go(false),first(true),lx2n(0),sx2n( 0),atr(0),con(0),h50(0),l50(0);

includesystem: "edate",edate;

atr=average(truerange,atrbars);
con = round((0.01*acctsize)/(atr*bigpointvalue),0);
h20=highest(high,echannel);
l20=lowest(low,echannel);
h10=highest(high,xchannel);
l10=lowest(low,xchannel);

if marketposition >-1 then sx2n = minlist(l20,tomorrow)+ (2*atr);

if marketposition < 1 then lx2n = maxlist(h20,tomorrow) - (2*atr);

exitlong ("2n stop lx") lx2n stop;

exitshort ("2n stop sx") sx2n stop;
exitlong("c-10 lx") l10 -1 point stop;
exitshort("c-10 sx")h10 +1 point stop;

if up[1]=false or first then begin

if high > h20[1] then begin
lastb = h20[1];
if open > lastb then lastb = open;
up = true;
first = false;
end;
if up[1] or first then begin
if low < l20 then begin
lasts = l20[1];
if open < lasts then lasts = open;
up = false;
first = false;
end;
end;

if go then begin
if maxlist(h20, 0 tomorrow) > lasts and up[1] = false then
buy ("c-20 buy #1") con contracts h20 +1 point stop;
if minlist(l20, 0 tomorrow) < lastb and up[1] then
sell("c-20 sell #1") con contracts l20 -1 point stop;
if h20 > lasts and up and lasts < lastb then
buy("c-20 buy #2") con contracts h20 +1 point stop;
if l20 < lastb and up = false and lasts < lastb then
sell ("c-20 sell #2") con contracts l20 -1 point stop;
end;

if lastb > 0 and lasts < 99999 then go = true;

if marketposition = 0 then begin

h50 = highest(high,50);
l50 = lowest (low,50);
buy("10 week buy") con contracts h50 stop;
sell("10 week sell") con contracts l50 stop;

end;