I'm totally unsure how to handle entry&exit signals that happen on large bars. Whereas I handle signals at the close of a bar this might give me large losses.
Handling signals without waiting for the close of the bar might give big amount of unwanted orders.
What I have in mind to solve that problem is, to check the signals at specific constant pip-step difference, for example to check for signals, if the last check was 5 pips away on the 1H time frame. The pipstep can be optimized in the backtest.
What do you think?
Any help would be very nice.