Inputs: BandLen(20);
Vars: UpBand(0), LoBand(0), MidBand(0);
UpBand = Average(High, BandLen) + 2 * StdDev(High, BandLen);
LoBand = Average(Low, BandLen) - 2 * StdDev(Low, Bandlen);
MidBAnd = average(Close, BandLen);


If Marketposition <= 0 and Currentbar < LoBand Then
buy Tomorrow at Open;

if Marketposition = 1 and Currentbar > MidBand Then
sell Tomorrow at open;

if marketposition >= 0 and currentbar > UpBand Then
sell short Tomorrow at open;

if Marketposition =-1 and currentbar < MidBand Then
buy to cover Tomorrow at open;



also tried this... not working

The first thing I see is the use of currentbar. Currentbar gives you the current bar count. Probably getting some interesting results with that one. You want to use "close" instead.

There are some interesting ways you can generate orders here. Tradestation runs a strategy once per bar, unless you have intrabarordergeneration turned on (which I highly suggest you stay away from). So on a daily bar it will only run the strategy once per day, but that doesn't mean you can't generate orders that might fill intraday. For instance, instead of waiting for a close outside a BB, you could use a limit order to fill at the BB which may hit intraday.

Alternatively on the exit, waiting for a close above the mid could be exchanged for a stop order at the mid once you are in a trade. Therefore it would fill intraday. Also if you set this kind of order when you fill your entry conditions it can trigger the same day. Meaning, currently if you fill a buy and the price climbs above the mid in the same day, you will not exit until tomorrow. With a stop placed at the same time as the buy you could exit in the same bar.

Just food for thought.

CurrentBar is a bar number, not a price.

Try using close instead of currentbar