Placing Orders

["Hengy" <hengy@xxxxxxxxxxxxxxxx>]

I'm trying to work out a mechanical trading program but am having some
problem placing orders. Usually I've worked with market and limit orders but
I am not familiar with the correct order for all the following conditions.

1. Go short when the market goes up/down and hits my price (whether it is
above or below my order price).
2. Cover long when the market goes up/down and hits my price (basic stop?).
3. Go long when the market goes up/down and hits my price (whether it is
above or below my order price).
4. Cover short when the market goes up/down and hits my price (whether it is
above or below my order price).

I know it sounds simple but I would like each to trade only if the market
trades through my price.  Both 1 and 2 or 3 and 4 would trigger at the same
time.  If I'm short I must cover at the same time or before I go long so I
don't trade against the box.  And visa versa.

Any help would be appreciated.