Help reversing this entry signal

[futuros]

Hello, I have this strategy that only enters long. I would like to add a code to also trade short signals. Could anyone please help me reverse this long ONLY entry??

Thanks
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protected override void OnBarUpdate()
{
if (CurrentBar < Length || CurrentBar < 12 || CurrentBar < VolAvg || CurrentBar < VolDelay)
return;

// Persist previous Top and Bot
Top[0] = Top[1];
Bot[0] = Bot[1];

Range_[0] = MAX(High,Length)[0] - MIN(Low,Length)[0];

if (Range_[0] < ConsolidationFactor * Range_[Length])
{
Top[0] = MAX(High, Length)[0];
Bot[0] = MIN(Low, Length)[0];
}

if (ToDay(Time[0]) > 20030101 && Close[0] > Top[0] && Bot[0] > Bot[12]
&& SMA(Volume, VolAvg)[VolDelay] > VolRatio * SMA(Volume, VolAvg)[VolAvg + VolDelay])
{
int ProfitQuantity = 0;
if (TradeProfit)
ProfitQuantity = (int)Math.Floor(SystemPerformance.RealTimeTrades.T radesPerformance.NetProfit / Close[0]);
EnterLong((int)Math.Floor(AmountToBuy/Close[0]) + ProfitQuantity);
}
if (Position.MarketPosition == MarketPosition.Long && Close[0] < Bot[0])
ExitLong();
}

[NinjaTrader_PaulH]

Hello futuros,

Thanks for your post.

It would be hard to help with this without understanding what it does.

It looks like if the Close is greater than the MAX of the high series for some length and the Min of the low series of some length is less than it was 12 bars ago to enter a long trade. I would, perhaps incorrectly, assume ToDay(Time[0]) > 20030101 and that SMA(Volume, VolAvg)[VolDelay] > VolRatio * SMA(Volume, VolAvg)[VolAvg + VolDelay] remains the same for long or short entries.

You might want to consult with the originator of the code to better understand the entry conditions.