Thank you for your response.
It would not be possible to use the same method in backtesting. This would require adding a smaller interval to the strategy to calculate the "COBC = false" items.
You can find a reference sample on using smaller intervals for intra-bar fills in backtesting at the following link: http://www.ninjatrader.com/support/f...ead.php?t=6652
Please let me know if I may be of further assistance.

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