Input:BS(-1),Stp(999),Mnth(1),Hold(14);
vars:BSe(1),Mnthe(9),holde(20),TrdDayofYear(189);
If next3rdfriday(0)=0 then value1=c;

{++++++++++++++++++++++++++++ ENTRY AT EXPIRATION DAY ++++++++++++++++++++++++} 
if BSe=1 and TrddayofYEar=0 and Month(d)=Mnthe and Next3rdFriday(0)=0 then buy next bar 1 contracts market;
if BSe=-1 and TrddayofYEar=0 and Month(d)=Mnthe and Next3rdFriday(0)=0 then sell short next bar 1 contracts market;
{the above line trades from expiration to expiration-- exit lines below will exit based on 
a certain number of hold days (holde), exit at next expiration, or exit at stp % from entry }

{+++++++++++++++++++++++ ENTRY FOR TRADE DAY OF YEAR +++++++++++++++++++++}
if TrddayofYEar<>0 and BSe=1 and tdoy=TrdDayofYear  then buy next bar 1 contracts market;
if TrddayofYEar<>0 and BSe=-1 and tdoy=TrdDayofYear  then sell short next bar 1 contracts market;
{the above line trades from expiration to expiration-- exit lines below will exit based on 
a certain number of hold days (holde), exit at next expiration, or exit at stp % from entry }

{++++++++++++++++++++++++++++ EXITS FOR LONG ENTRIES ++++++++++++++++++++++++++}
If marketposition=1 and c < entryprice-(value1*Stp) then  sell this bar c;
If marketposition=1 and barssinceentry=Holde then sell this bar c;
if holde=-1 and next3rdfriday(0)=0 then sell this bar c;

{++++++++++++++++++++++++++++ EXITS FOR SHORT ENTRIES ++++++++++++++++++++++++++} 
If marketposition=-1 and c < entryprice-(value1*Stp) then  buytocover this bar c;
If marketposition=-1 and barssinceentry=Holde then buytocover this bar c;
if holde=-1 and next3rdfriday(0)=0 then buytocover this bar c;

Print(date,time,",",tdoy);