Indicatore Z-Score Con Strategia

{{ INIZIO INDICATORE }}
Inputs: ThresholdValue(0), zscore(0);
Variables: EntryPrice(0), ExitPrice(0), Difference(0), Result(0);

condition1 = close > Average(close, 21);
condition2 = close < Average(close, 21);

If condition1 and EntryPrice = 0 Then
    EntryPrice = Close
else If condition2 Then Begin
    ExitPrice = Close;
    if EntryPrice <> 0 then
    begin
        Difference = ExitPrice - EntryPrice;
        EntryPrice = 0;
        ExitPrice = 0;
    end;
End;
{{ FINE INDICATORE }}

if zscore = 1 then
begin
    if close > Average(close, 21) and Difference < 0 then
        buy next bar at market
    else
        sell next bar at market;
end
else
begin
    if close > Average(close, 21) then
        buy next bar at market
    else if close < Average(close, 21) then
        sell next bar at market;
end;