Zwieg4-Model
You will need the PowerPivots Plus Add-on for this expert o work 

Highlights 

Long 

a:=If(PREV=1,If(CLOSE<HighestSince(1,PREV<>1,CLOSE)*.96,-1,PREV),If(PREV=-1,If(CLOSE>LowestSince(1,PREV<>-1,CLOSE)*1.04,+1,PREV),If(PREV=0,If(CLOSE>Lowest(CLOSE)*1.04,+1,If(CLOSE<Highest(CLOSE)*.96,-1,PREV)),PREV))); 
D:=If(A=1,1,0); 
LE:=D=1; 
SE:=D=0; 
LX:=0; 
SX:=0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B>0 

Short 

a:=If(PREV=1,If(CLOSE<HighestSince(1,PREV<>1,CLOSE)*.96,-1,PREV),If(PREV=-1,If(CLOSE>LowestSince(1,PREV<>-1,CLOSE)*1.04,+1,PREV),If(PREV=0,If(CLOSE>Lowest(CLOSE)*1.04,+1,If(CLOSE<Highest(CLOSE)*.96,-1,PREV)),PREV))); 
D:=If(A=1,1,0); 
LE:=D=1; 
SE:=D=0; 
LX:=0; 
SX:=0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B<0 

Symbols 

Long Entry 

a:=If(PREV=1,If(CLOSE<HighestSince(1,PREV<>1,CLOSE)*.96,-1,PREV),If(PREV=-1,If(CLOSE>LowestSince(1,PREV<>-1,CLOSE)*1.04,+1,PREV),If(PREV=0,If(CLOSE>Lowest(CLOSE)*1.04,+1,If(CLOSE<Highest(CLOSE)*.96,-1,PREV)),PREV))); 
D:=If(A=1,1,0); 
LE:=D=1; 
SE:=D=0; 
LX:=0; 
SX:=0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B>0 AND Ref(B,-1)<=0 

Short Entry 

a:=If(PREV=1,If(CLOSE<HighestSince(1,PREV<>1,CLOSE)*.96,-1,PREV),If(PREV=-1,If(CLOSE>LowestSince(1,PREV<>-1,CLOSE)*1.04,+1,PREV),If(PREV=0,If(CLOSE>Lowest(CLOSE)*1.04,+1,If(CLOSE<Highest(CLOSE)*.96,-1,PREV)),PREV))); 
D:=If(A=1,1,0); 
LE:=D=1; 
SE:=D=0; 
LX:=0; 
SX:=0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B<0 AND Ref(B,-1)>=0
*****Zweig 4 % Model using Patrick's Latch*****
Highlights 

LONG : 

a:=If(PREV=1,If(CLOSE<HighestSince(1,PREV<>1,CLOSE)*.96,-1,PREV),If(PREV=-1,If(CLOSE>LowestSince(1,PREV<>-1,CLOSE)*1.04,+1,PREV),If(PREV=0,If(CLOSE>Lowest(CLOSE)*1.04,+1,If(CLOSE<Highest(CLOSE)*.96,-1,PREV)),PREV))); 
D:=If(A=1,1,0); 
LE:=D=1; 
SE:=D=0; 
LX:=0; 
SX:=0; 
B:= ExtFml("ForumDll.Latch",LE,LX,SE,SX); 
B = 1 

SHORT : 

a:=If(PREV=1,If(CLOSE<HighestSince(1,PREV<>1,CLOSE)*.96,-1,PREV),If(PREV=-1,If(CLOSE>LowestSince(1,PREV<>-1,CLOSE)*1.04,+1,PREV),If(PREV=0,If(CLOSE>Lowest(CLOSE)*1.04,+1,If(CLOSE<Highest(CLOSE)*.96,-1,PREV)),PREV))); 
D:=If(A=1,1,0); 
LE:=D=1; 
SE:=D=0; 
LX:=0; 
SX:=0; 
B:= ExtFml("ForumDll.Latch",LE,LX,SE,SX); 
B = -1 

out : 

a:=If(PREV=1,If(CLOSE<HighestSince(1,PREV<>1,CLOSE)*.96,-1,PREV),If(PREV=-1,If(CLOSE>LowestSince(1,PREV<>-1,CLOSE)*1.04,+1,PREV),If(PREV=0,If(CLOSE>Lowest(CLOSE)*1.04,+1,If(CLOSE<Highest(CLOSE)*.96,-1,PREV)),PREV))); 
D:=If(A=1,1,0); 
LE:=D=1; 
SE:=D=0; 
LX:=0; 
SX:=0; 
B:= ExtFml("ForumDll.Latch",LE,LX,SE,SX); 
B = 0 

Symbols tab 

ENTER LONG : 

a:=If(PREV=1,If(CLOSE<HighestSince(1,PREV<>1,CLOSE)*.96,-1,PREV),If(PREV=-1,If(CLOSE>LowestSince(1,PREV<>-1,CLOSE)*1.04,+1,PREV),If(PREV=0,If(CLOSE>Lowest(CLOSE)*1.04,+1,If(CLOSE<Highest(CLOSE)*.96,-1,PREV)),PREV))); 
D:=If(A=1,1,0); 
LE:=D=1; 
SE:=D=0; 
LX:=0; 
SX:=0; 
B:= ExtFml("ForumDll.Latch",LE,LX,SE,SX); 
B = 1 AND Ref(B,-1) <> 1 

ENTER SHORT : 

a:=If(PREV=1,If(CLOSE<HighestSince(1,PREV<>1,CLOSE)*.96,-1,PREV),If(PREV=-1,If(CLOSE>LowestSince(1,PREV<>-1,CLOSE)*1.04,+1,PREV),If(PREV=0,If(CLOSE>Lowest(CLOSE)*1.04,+1,If(CLOSE<Highest(CLOSE)*.96,-1,PREV)),PREV))); 
D:=If(A=1,1,0); 
LE:=D=1; 
SE:=D=0; 
LX:=0; 
SX:=0; 
B:= ExtFml("ForumDll.Latch",LE,LX,SE,SX); 
B = -1 AND Ref(B,-1) <> -1 

EXIT LONG : 

a:=If(PREV=1,If(CLOSE<HighestSince(1,PREV<>1,CLOSE)*.96,-1,PREV),If(PREV=-1,If(CLOSE>LowestSince(1,PREV<>-1,CLOSE)*1.04,+1,PREV),If(PREV=0,If(CLOSE>Lowest(CLOSE)*1.04,+1,If(CLOSE<Highest(CLOSE)*.96,-1,PREV)),PREV))); 
D:=If(A=1,1,0); 
LE:=D=1; 
SE:=D=0; 
LX:=0; 
SX:=0; 
B:= ExtFml("ForumDll.Latch",LE,LX,SE,SX); 
B = 0 AND Ref(B,-1) = 1 

EXIT SHORT : 

a:=If(PREV=1,If(CLOSE<HighestSince(1,PREV<>1,CLOSE)*.96,-1,PREV),If(PREV=-1,If(CLOSE>LowestSince(1,PREV<>-1,CLOSE)*1.04,+1,PREV),If(PREV=0,If(CLOSE>Lowest(CLOSE)*1.04,+1,If(CLOSE<Highest(CLOSE)*.96,-1,PREV)),PREV))); 
D:=If(A=1,1,0); 
LE:=D=1; 
SE:=D=0; 
LX:=0; 
SX:=0; 
B:= ExtFml("ForumDll.Latch",LE,LX,SE,SX); 
B = 0 AND Ref(B,-1) = -1