The first thing I can think of is using "Higher/lower level" logic, for instance you set Stoch as lower than level of 20, so long signals are taken when Stoch is oversold.

I know what you mean -- the signal occurs at first entering the overbought state, before the price loses momentum. Or the signal occurs when the overbought state is like 99 bars old, and just about to go back to the regular state, which is too late.

Maybe this will work:
Make a customized version of your preferred indicator. In the customized version, keep a variable to use as a counter (eg, int iCounter=0, in Calculate(), created just before the main for loop). In the for loop, where you get the indicator value for that iBar, add code to figure if it has crossed the level line upwards, and start the counter. Then, reset the counter when another condition is met (eg, crosses the level line downwards, or increases beyond a pre-set limit). Next add parameters for minimum and maximum count values. In between those values, the signal array gets a 1 to allow long entry, or short entry.

This way, you can set that entry is not allowed until a certain number of bars after crossing into the overbought or oversold state, but not allowed after having been in the overbought or oversold state for too long.