This is the TradeStation code for the systems shown in "Trade like a switch hitter," March 2006. If you don't trade with TradeStation, this code should be easily adapted.

For the results shown in "Bean there, done that"

buy next bar at o of tomorrow+(2*average(range,3)) stop;
sell short next bar at o of tomorrow-(2*(average(range,3))) stop;

For "Bulls only may apply"

inputs:q(2),n(20);
if highest(h,n)=highest(h,200) then buy next bar at o of tomorrow+(q*average(range,3)) stop;
sell next bar at o of tomorrow-(q*(average(range,3))) stop;
if highest(h,n)=highest(h,200) then sell short next bar at o of tomorrow-(q*(average(range,3))) stop;
buy to cover next bar at o of tomorrow+(q*average(range,3)) stop;

For "Capturing the trend" (without filter)

inputs: u(.5);

 buy next bar at o of tomorrow+u*average(range,3) stop;
sell short next bar at o of tomorrow-(u*average(range,3)) stop;

For "Capturing the trend" (with filter)

inputs: e(.6),p(15),u(.5);
variables: x(0);

if (c>c[1] and c[1]>c[2]) or (c<c[1] and c[1]<c[2])then x=1 else x=0;

if average(x,p)>=e then buy next bar at o of tomorrow+u*average(range,3) stop;
sell next bar at o of tomorrow-(u*(average(range,3))) stop;
if average(x,p)>=e then sell short next bar at o of tomorrow-(u*average(range,3)) stop;
buy to cover next bar at o of tomorrow+(u*average(range,3)) stop;