You can use Bollinger Bands for base.
The only change is that set the Upper Band = MA(High) and Lower Band = MA(Low).
It will work for all four types of slots.

double[] adUpBand = MovingAverage(period, shift, maMethod, Price(BasePrice.High));
double[] adDnBand = MovingAverage(period, shift, maMethod, Price(BasePrice.Low));

In current configuration closing point is hard to achieve, maybe median MA? Or if TF is small, then "closes below/above" logic for High and Low MAs.

Entry would look like this with the help of logical groups:

[Opening Point of the Position]
     Previous High Low
     Enter long at the previous high
     Base price  -  High and Low
     Vertical shift  -  20

[Opening Logic Condition]
     Moving Average
     [ A ]   The position opens above the Moving Average
     Smoothing method  -  Simple
     Base price  -  High
     Period  -  26
     Shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Moving Average
     [ B ]   The position opens below the Moving Average
     Smoothing method  -  Simple
     Base price  -  Low
     Period  -  26
     Shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Long or Short
     [ A ]   Open long positions only

[Opening Logic Condition]
     Long or Short
     [ B ]   Open short positions only

Opening (Entry Signal)

Open a new long position 2 points above the previous high when the following logic condition is satisfied:
the position opening price is higher than the Moving Average* (Simple, High, 26, 0).

Open a new short position 2 points below the previous low when the following logic condition is satisfied:
the position opening price is lower than the Moving Average* (Simple, Low, 26, 0).

Closing (Exit Signal)

Close an existing long position at Moving Average* (Simple, Low, 26, 0).

Close an existing short position at Moving Average* (Simple, High, 26, 0).

It's pretty simple, however if you will notice the high and low in bold I have had to change manually in this post.  Is it possible to have a slightly different strategy for long and short positions?

Thank you for your time.  Any help is appreciated.