Programing question

[abikambic]

I am trying to program a automated trading strategy that just follows the flow of price movement for my entrys and my exits, am always in the market,whether long or short, no indicators at all. I exit my short position on the first break above the previous bars, high of that bar if price has been moving down and I would simultaneously than go long. I would than stay long till the break of the previous bars low of that bar which than I would exit my long position and go short. I wrote some code as you can see below, but its missing something(s) to make it run properly and am not sure what it would take to make the strategy run, any input would be greatly appreciated.

/// <summary>
/// LONG AND SHORT
/// </summary>
[Description("LONG AND SHORT")]
[Gui.Design.DisplayName("STEVE")]
public class FLOWTRADING : Strategy
{
#region Variables
// Wizard generated variables
private int myInput0 = 1; // Default setting for MyInput0
// User defined variables (add any user defined variables below)
#endregion

/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = false;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (Bars.CurrentAsk == High[1] + 1 * TickSize
&& Low[1] < Low[2]
&& High[1] <= High[2])
{
EnterLongLimit(DefaultQuantity, Bars.CurrentAsk, "");
}

// Condition set 2
if (Low[2] < Low[3]
&& Bars.CurrentAsk == High[1] + 1 * TickSize
&& High[1] <= High[2])
{
EnterLongLimit(DefaultQuantity, Bars.CurrentAsk, "");
}

// Condition set 3
if (Bars.CurrentAsk == High[1] + 1 * TickSize
&& Low[3] < Low[4]
&& High[1] <= High[2]
&& High[2] <= High[3])
{
EnterLongLimit(DefaultQuantity, Bars.CurrentAsk, "");
}

// Condition set 4
if (Bars.CurrentAsk == High[1] + 1 * TickSize
&& Low[4] < Low[5]
&& High[1] <= High[2]
&& High[2] <= High[3]
&& High[3] <= High[4])
{
EnterLongLimit(DefaultQuantity, Bars.CurrentAsk, "");
}

// Condition set 5
if (Bars.CurrentAsk == High[1] + 1 * TickSize
&& Low[5] < Low[6]
&& High[1] <= High[2]
&& High[2] <= High[3]
&& High[3] <= High[4]
&& High[4] <= High[5])
{
EnterLongLimit(DefaultQuantity, Bars.CurrentAsk, "");
}

// Condition set 6
if (Bars.CurrentAsk == High[1] + 1 * TickSize
&& High[1] > High[2]
&& Low[1] < Low[2])
{
EnterLongLimit(DefaultQuantity, Bars.CurrentAsk, "");
}

// Condition set 7
if (Bars.CurrentAsk == High[1] + 1 * TickSize
&& Low[0] < Low[1])
{
EnterLongLimit(DefaultQuantity, Bars.CurrentAsk, "");
}

// Condition set 8
if (Bars.CurrentBid == Low[1] + -1 * TickSize
&& High[1] > High[2]
&& Low[1] >= Low[2])
{
EnterShortLimit(DefaultQuantity, Bars.CurrentBid, "");
}

// Condition set 9
if (Bars.CurrentBid == Low[1] + -1 * TickSize
&& High[2] > High[3]
&& Low[1] >= Low[2])
{
EnterShortLimit(DefaultQuantity, Bars.CurrentBid, "");
}

// Condition set 10
if (Bars.CurrentBid == Low[1] + -1 * TickSize
&& High[3] > High[4]
&& Low[1] >= Low[2]
&& Low[2] >= Low[3])
{
EnterShortLimit(DefaultQuantity, Bars.CurrentBid, "");
}

// Condition set 11
if (Bars.CurrentBid == Low[1] + -1 * TickSize
&& High[4] > High[5]
&& Low[1] >= Low[2]
&& Low[2] >= Low[3]
&& Low[3] >= Low[4])
{
EnterShortLimit(DefaultQuantity, Bars.CurrentBid, "");
}

// Condition set 12
if (Bars.CurrentBid == Low[1] + -1 * TickSize
&& High[5] > High[6]
&& Low[1] >= Low[2]
&& Low[2] >= Low[3]
&& Low[3] >= Low[4]
&& Low[4] >= Low[5])
{
EnterShortLimit(DefaultQuantity, Bars.CurrentBid, "");
}

// Condition set 13
if (Bars.CurrentBid == Low[1] + -1 * TickSize
&& Low[1] < Low[2]
&& High[1] > High[2])
{
EnterShortLimit(DefaultQuantity, Bars.CurrentBid, "");
}

// Condition set 14
if (Bars.CurrentBid == Low[1] + -1 * TickSize
&& High[0] > High[1])
{
EnterShortLimit(DefaultQuantity, Bars.CurrentBid, "");
}
}


#region Properties
[Description("")]
[Category("Parameters")]
public int MyInput0
{
get { return myInput0; }
set { myInput0 = Math.Max(1, value); }
}
#endregion
}
}

[NinjaTrader_Dierk]

Sorry your strategy is way too complex to comment.

I suggest:
- start of a real simple wizard generated sample
- check if that is working as expected
- add logic step by step to see where it breaks