Thanks for your help swingtraderkk / jcl. I am in the process of reviewing / testing / learning. Just thought I would answer your questions. I believe the system is supposed to work on the major currency pairs and crosses. I also believe Krutsinger released it in the 80's. It is quite possible that it does not work anymore. I was tried to test it on my former software a couple years ago, but getting an accurate exit was very difficult.

Also when I was testing it, I discovered that Krutsinger was not using tick level resolution. Rather daily bars with assumed intraday movement. Thus there was some error there despite the simplicity of the system. I never really got to the bottom of it. I thought I would try again given the flexibility of programming with lite C.

Next I will start reviewing all of my old attempts at mech trading with Larry Williams concepts. The code you have provided above has helped me understand better how to make systems for Zorro.