Translating From Tradestation

Hi.

I am looking for help in translating a simple Volatility system:

{ Entry Orders }
Buy at Open of next bar + AverageTrueRange (4) * 1.2 ;
Sell at Open of next bar – AverageTrueRange (4) * 1.2 ;

{ Exit at second Profitable Close }
If Market Position is long and second of profitable Close > EntryPrice +
Commission * number of Contracts / PointValue then Exit Long Position at Close;
If Market Position is short and second of profitable Close < EntryPrice –
Commission * number of Contracts / PointValue then Exit Short Position at Close;

{Stop Long an Short //Allow in entry bar and next bars also//}
If Market Position is long then exit at Entry Price – 500 $ per Contracts stop;
If Market Position is short then exit at Entry Price – 500 $ per Contracts stop;