this is what I have ended up using...
- start code -
SetTradeDelays(1,1,1,1);
BuyPrice = O;
SellPrice = O;
ShortPrice = O;
CoverPrice = O;
// want to hold for a random period no longer than 50 days
MaxHoldDays = 50;
RandomNum = floor(Random() * 100);
while(LastValue(RandomNum, False) > MaxHoldDays)
{
RandomNum = floor(Random() * 100);
}
SetOption("HoldMinBars", LastValue(RandomNum, False));
FirstRandom = Random();
SecondRandom = Random();
Buy = IIf(FirstRandom <= SecondRandom, 1, 0);
Cover = Buy;
Sell = IIf(Buy, 0, 1);
Short = Sell;
Buy = ExRem(Buy, Sell);
Sell = ExRem(Sell, Buy);
Short = ExRem(Short, Cover);
Cover = ExRem(Cover, Short);