Hi Lo Trading

Originally from ticket #2944.

I am looking for a simple execution algo that when manually activated will follow a buy stop 15 ticks from the low of the day as of the beginning of the session (so in the case of the ES 6:00pm est). Once filled it must then put a stop loss order in at one tick below the low of the day. No trailing stops. No limit orders for profit - this will be done manually. I want the buy stop to be adjustable (the number of ticks) so that I can use it any market. If a trade is stopped out the algo must auto reset to potentially re-enter the market on the next opportunity. When entering selling short I want just the opposite of buying. Follow the high of day with a trailing stop 15 ticks below the high. Stop loss at one tick above the high of day. I would like to apply buying and selling separately not together. I would think something like this already exists in the NT universe. Your thoughts?