{Trend Code}
UpTrend := C>If(BarsSince(Cross(C,Ref(ValueWhen(1,Ref(H,-2)=HHV(H,5),Ref(H,-2)),-1)))<BarsSince(Cross(Ref(ValueWhen(1,Ref(L,-2)=LLV(L,5),Ref(L,-2)),-1),C)),ValueWhen(1,Ref(L,-2)=LLV(L,5),Ref(L,-2)),ValueWhen(1,Ref(H,-2)=HHV(H,5),Ref(H,-2)));
DownTrend := C<If(BarsSince(Cross(C,Ref(ValueWhen(1,Ref(H,-2)=HHV(H,5),Ref(H,-2)),-1)))<BarsSince(Cross(Ref(ValueWhen(1,Ref(L,-2)=LLV(L,5),Ref(L,-2)),-1),C)),ValueWhen(1,Ref(L,-2)=LLV(L,5),Ref(L,-2)),ValueWhen(1,Ref(H,-2)=HHV(H,5),Ref(H,-2)));

{Signal Code}
Indx := If(BarsSince(Cross(C,Ref(ValueWhen(1,Ref(H,-2)=HHV(H,5),Ref(H,-2)),-1)))<BarsSince(Cross(Ref(ValueWhen(1,Ref(L,-2)=LLV(L,5),Ref(L,-2)),-1),C)),ValueWhen(1,Ref(L,-2)=LLV(L,5),Ref(L,-2)),ValueWhen(1,Ref(H,-2)=HHV(H,5),Ref(H,-2)));

{Signal Up and Down}
Up :=  Cross(C,       
             If(BarsSince(Cross(C, 
                                Ref(ValueWhen(1,
                                              Ref(H,-2)=HHV(H,5),
                                              Ref(H,-2)
                                              ),
                                    -1
                                    )
                                )
                          )
               <BarsSince(Cross(Ref(ValueWhen(1,
                                              Ref(L,-2)=LLV(L,5),
                                              Ref(L,-2)
                                              ),
                                    -1
                                    ),
                                C
                                )
                          ),
                ValueWhen(1,Ref(L,-2)=LLV(L,5),Ref(L,-2)),
                ValueWhen(1,Ref(H,-2)=HHV(H,5),Ref(H,-2))
                )
             );

TrCloseBuy := Cross(If(BarsSince(Cross(C,Ref(ValueWhen(1,Ref(H,-2)=HHV(H,5),Ref(H,-2)),-1)))<=BarsSince(Cross(Ref(ValueWhen(1,Ref(L,-2)=LLV(L,5),Ref(L,-2)),-1),C)),ValueWhen(1,Ref(L,-2)=LLV(L,5),Ref(L,-2)),ValueWhen(1,Ref(H,-2)=HHV(H,5),Ref(H,-2))),C);

Down := Cross(If(BarsSince(Cross(C,Ref(ValueWhen(1,Ref(H,-2)=HHV(H,5),Ref(H,-2)),-1)))<BarsSince(Cross(Ref(ValueWhen(1,Ref(L,-2)=LLV(L,5),Ref(L,-2)),-1),C)),ValueWhen(1,Ref(L,-2)=LLV(L,5),Ref(L,-2)),ValueWhen(1,Ref(H,-2)=HHV(H,5),Ref(H,-2))),C);
TrCloseSell := Cross(C,If(BarsSince(Cross(C,Ref(ValueWhen(1,Ref(H,-2)=HHV(H,5),Ref(H,-2)),-1)))<=BarsSince(Cross(Ref(ValueWhen(1,Ref(L,-2)=LLV(L,5),Ref(L,-2)),-1),C)),ValueWhen(1,Ref(L,-2)=LLV(L,5),Ref(L,-2)),ValueWhen(1,Ref(H,-2)=HHV(H,5),Ref(H,-2))));

{Long Signal}
OpenBuy := Up;
OpenBuyTrade:= Up and eventCount('OpenBuyTrade') = eventCount('CloseBuyTrade');

{Close Long position.}
CloseBuy:= Down;
CloseBuyTrade:= TrCloseBuy and eventCount('OpenBuyTrade') > eventCount('CloseBuyTrade');

{Short Signal}
OpenSell := Down;
OpenSellTrade:= Down and eventCount('OpenSellTrade') = eventCount('CloseSellTrade');

{Close Short position.}
CloseSell:= Up;
CloseSellTrade:= TrCloseSell and (eventCount('OpenSellTrade') > eventCount('CloseSellTrade'));

{Calculate Entry/Exit Price}
Entryprice:= If(OpenBuy,C,Prev);
ExitPrice:= If(CloseBuy,C,Prev);

EntryPriceShort:= If(CloseBuy,C,Prev);
ExitPriceShort:= If(CloseSell,C,Prev);

{Calculate Trade Profit}
TradeProfit:= If(CloseBuy,ExitPrice-EntryPrice-Spread,
                 If(CloseSell,EntryPriceShort-ExitPriceShort-Spread,0));

{Track number of profitable and unprofitable trades.}
TrWins := If(TradeProfit>0, 1, 0);
TrLosses := If(TradeProfit<0, 1, 0);

Wins := cum(TrWins);
Losses := cum(TrLosses);

{Calculate Total Profit}
TotalProfit:= cum(TradeProfit);