Yes, it works!
I have applied two-level check of a perpesecheniye.
Great job Vladimir, so far it's working fine,
I will let you know if there is a need for another ' perpesecheniye ' level or modification of one of the ' perpesecheniye ' levels,
I slowly and carefully did some backtests again and noticed the following:
The action (of opening a position) is being doubled for a single signal, like when a buy/sell is detected, the 2 perpesecheniye level checks are both true and this causes 2 positions to be opened in the same direction but 1 of them is sometimes at the wrong timing. I attached the screenshots for explanation and the input parameters.
If the 1st level is successful, it should jump/cancel the next 2 level crossing checks to cancel multiple action for 1 single signal
"Double_action_4_1_signal.png" and "Double_action_for_1_signal.png" - corrected
If we go to the second level of the intersection search, then we check the trade history in the interval between the bars # 2 and # 0.
If there was an entrance, then we simply leave the second level.
There will be several modes:
Pic. 1. Mode "High and Low of the current day"
Pic. 2. High and Low Custom levels Mode "High and Low for N-days"
It is possible to add some more mode.