Backtesting Entry Trigger Qualifier

[EricN]

I am trying to do a backtest with Van Tharp's efficient stock 60 period entry condition. The problem I am running into is, when a trade exits, the next entry condition calculation may include data prior to the exit bar. In other words, the calculation for the next entry is not started from the bar following the exit bar. I have not been able to find an entrytrigger qualifier.

Can you help?
Best regards,
Eric