[intrabarordergeneration = true]
inputs:
LimitOffsetTicks( 5 ),
BarsToSetRange( 5 ) ;
variables:
OpenRange( false ),
OpenRangeHigh( 0 ),
OpenRangeLow( 0 ),
LongStopPrice( 0 ),
ShortStopPrice( 0 ),
Count( 0 ),
intrabarpersist EnterLong( false ),
intrabarpersist EnterShort( false ),
intrabarpersist EnteredToday( false ),
ATick( MinMove / PriceScale ),
MP( 0 ) ;

MP = MarketPosition ;

if MP <> 0 then
begin
EnteredToday = true ;
EnterLong = false ;
EnterShort = false ;
end ;

if Date <> Date[1] then
begin
OpenRangeHigh = High ;
OpenRangeLow = Low ;
Count = 1 ;
EnteredToday = false ;
end
else if Count < BarsToSetRange then
begin
OpenRangeHigh = MaxList( High, OpenRangeHigh ) ;
OpenRangeLow = MinList( Low, OpenRangeLow ) ;
Count += 1 ;
end
else if EnteredToday = false then
begin
if Close crosses above OpenRangeHigh + ATick then
begin
EnterLong = true ;
EnterShort = false ;
end
else if Close crosses below OpenRangeLow - ATick then
begin
EnterShort = true ;
EnterLong = false ;
end ;
end ;


if EnterLong then
begin
Buy next bar at OpenRangeHigh + ATick + LimitOffsetTicks * ATick Limit ;
end ;

if EnterShort then
begin
SellShort next bar at OpenRangeLow - ATick - LimitOffsetTicks * ATick Limit ;
end ;

if BarsSinceEntry = 5 then
begin
Sell next bar at Market ;
Buy to Cover next bar at Market ;
end ;