Hi Apprentice,
Thank you very much for your excellent work, but this strategy works a little differently than I envisioned. Of course it's not you, it's me not being very clear about the need for this strategy.
This strategy works on "bar". It trades after a bar that meets the following logic, but does not trade until the end of this "bar". This method can avoids fake signals that occur during a bar but disappear after the end of the bar.
if SIGNALline[period] < 0 and (SIGNALline[period] > SIGNALline[period - 1] and SIGNALline[period - 1] < SIGNALline[period - 2]) then BUY()
BTW, After the market pause between 17:00 and 18:00 EST, new trades always fail if a trading signal appears.
Thanks again.