Larry Connor 3-day high/low strategy

The rules of the 3-day high/low method/strategy is like this:

1. Today’s close must be higher than the 200-day moving average.

2. Today’s close must be lower than the 5-day moving average.

3. Two days ago both the high and low were lower than the day before.

4. Yesterday the high and low were lower than the day before.

5. Today the high and low are lower than yesterday.

6. If conditions 1-5 are true, then buy today at the close.

7. Exit at the close when the close is above the 5-day moving average.

The full code

DefParam CumulateOrders=False
TimeFrame(1 Day, UpdateOnClose)
C1=Close>Average[200](Close)
C2=Close<Average[5](Close)
C3A=High[2]<High[3]
C3B=Low[2]<Low[3]
C4A=High[1]<High[2]
C4B=Low[1]<Low[2]
C5A=High<High[1]
C5B=Low<Low[1]

If C1 and C2 and C3A and C3B and C4A and C4B and C5A and C5B then
Buy 1 contract at Market
SET STOP %LOSS 1.4
EndIf

If Close>Average[5](Close) and (dlow(0) < dlow(1) xor dhigh(0) < dhigh(1)) then
Sell at Market
EndIf

if dlow(0) > dlow(1) and dhigh(0) < dhigh(1) then
sell at market
endif