[amibroker] Converting Long Scale Out to Short Scale Out

[Pete]

Would someone please be so kind as to convert this example of a long
scale out, given in the help file, into a short scale out? I have spent
several hours already trying to get it to work. I even used _TRACE()
debugging to find out exactly what is going on in the loop. I came up
with what I thought was the correct long to short conversion but for
some reason when I try implementing this for a short entry it misses
some, but not all, of the entry signals. Why miss some but not all? I
have no idea. It's way beyond me at this stage and I sure hope one of
you has the answer.
Thanks
   Pete  :-)
Here it is straight out of the help file. This is the long entry
version, what I need is a short entry version.

Buy = Cross(  MA( C, 10 ), MA( C, 50 ) );
Sell = 0;

// the system will exit
// 50% of position if FIRST PROFIT TARGET stop is  hit
// 50% of position  is SECOND PROFIT TARGET stop is hit
// 100% of position if TRAILING STOP is hit

FirstProfitTarget = 10; //  profit
SecondProfitTarget = 20; // in  percent
TrailingStop = 10; // also  in percent

priceatbuy=0;
highsincebuy = 0;

exit = 0;

for( i = 0; i < BarCount; i++ )
{
    if(  priceatbuy == 0  AND Buy[ i ] )
     {
         priceatbuy = BuyPrice[ i ];
     }

    if( priceatbuy > 0 )
     {
        highsincebuy =  Max( High[ i ], highsincebuy );

       if(  exit == 0 AND
           High[ i ] >= ( 1 + FirstProfitTarget * 0.01 ) * priceatbuy )
        {
          // first profit target hit - scale-out
          exit = 1;
          Buy[ i  ] = sigScaleOut;
        }

       if( exit == 1  AND
            High[ i ] >= (  1 + SecondProfitTarget *  0.01 ) * priceatbuy
)
        {
          // second profit target hit  - exit
          exit = 2;
          SellPrice[ i ] = Max( Open[ i ], ( 1 + SecondProfitTarget *
0.01 ) * priceatbuy );
        }

       if(  Low[ i ] <= (  1 - TrailingStop *  0.01 ) * highsincebuy )
        {
          // trailing stop hit -  exit
          exit = 3;
          SellPrice[ i ] = Min( Open[ i ], ( 1 - TrailingStop * 0.01 ) *
highsincebuy );
        }

       if(  exit >= 2 )
         {
          Buy[  i ] = 0;
          Sell[  i ] = exit + 1;  // mark appropriate exit code
          exit = 0;
          priceatbuy = 0; // reset  price
          highsincebuy = 0;
        }
     }
}

SetPositionSize(  50, spsPercentOfEquity );
SetPositionSize(  50, spsPercentOfPosition * (  Buy == sigScaleOut ) );
// scale  out 50% of position