[thrunner]

Blu-Ray, you've got my vote for the saint of the week
Note to Soultrader, please consider a poll for the most helpful member of the week/month and the most thankful member as well. I think it will promote civility even more than the high standards we already have here at TL.

Here is an attempt at BR's coded strategy for darknite on two data series:
Unfortunately, I think the price action that darknite posted is usually a little bullish and the strategy is usually in the red (note the time frame for $NDX.X is reduced to 15 min to reduce the number of trades. You will also need realtime subscription to both symbols. Workspace and strategy eld in zip file, for 8.3.1419 and above :

Inputs: ProfTarget(30),StopLoss(1 ); { These inputs are in number of ticks } Vars: ShortEntry(0), Permission(0), Mintick(0), mystop(0), MP(0); MP = marketposition; Mintick = minmove/pricescale; Condition1 = C[1] data2 >C[2] data2 and H data2 > H [1]data2 and H data2 > H[2] data2 and C data2 < O data2; if condition1 and MP = 0 then begin ShortEntry = Low - (1*mintick); mystop = High + (Stoploss*mintick); permission = 1; end; if permission = 1 then begin SellShort next bar at ShortEntry Stop; Permission = 0; end; if mp = -1 then begin buytocover ("ProfitTarget") next bar at ShortEntry - (ProfTarget*mintick) limit; buytocover ("StoppedOut") next bar at mystop stop; end;