Some signals getting skipped

AFL Programming
1

I am using the following Buy and Sell codes for the Camirilla Pivot Trading

Buy = O < L3 AND H > L3 AND TimeNum() > t1 AND TimeNum() < t0
		OR O < H4 AND H > H4 AND TimeNum() > t1 AND TimeNum() < t0
		OR Cross(H,H4) AND TimeNum() > t1 AND TimeNum() < t0;
Short = O > L4 AND L4 > L AND TimeNum() > t1 AND TimeNum() < t0
		OR O > H3 AND H3 > L AND TimeNum() > t1 AND TimeNum() < t0
		OR Cross(H3,L) AND TimeNum() > t1 AND TimeNum() < t0;


Sell = Cross(H,H1)
		OR Cross(L4,L)
		OR Cross(H,H5)
		OR Cross(H3,L)		
		OR TimeNum() > t2;
Cover = Cross(L5,L)
		OR Cross(H,L3)
		OR Cross(L1,L)
		OR Cross(H,H4)
		OR TimeNum() > t2;

Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short = ExRem(Short,Cover);
Cover = ExRem(Cover,Short);

The problem is when there is a Long Range Candle hitting 2 levels at a time some signals get skipped. Can this problem be resolved by using IIF() function or something else. Please advice how

2

The buy and all other signal variables are arrays, which means one element for each bar.
so means only one signal per bar.

A way to solve this could be to define multiple sub-signal variable and then you can decide what to do with them like.

BuyL1 = ... specific condition for L1 buy only AND H < L2
BuyL2 =  specifc condition for L2 AND H < L3

then use some IIF() to apply another round of signal sorting.

3

Thanks for your reply