What do you mean by having multiple entry/exit points?
Lets say the original time frame is 1 hour and we set "Bar Opening" with time frame - 4 hours.
1H Period 4H Period
Bar Opening Entry Level
10:00 - 1.34 1.34
11:00 - 1.38 1.34
12:00 - 1.40 1.34
13:00 - 1.37 1.34
14:00 - 1.35 1.35
15:00 - 1.34 1.35
16:00 - 1.32 1.35
17:00 - 1.28 1.35
We see that the entry level will remain the same for 4 bars.
The problem: "Bar Opening" entry may differ for the opening price of the original time frame. How we'll enter on such a price?
Every indicator has a property ExecutionTime.
/// The type of the time execution indicator.
/// It is used with the indicators, which set opening / closing position price.
public enum ExecutionTime
DuringTheBar, // The opening / closing price can be everywhere in the bar.
AtBarOpening, // The opening / closing price is at the beginning of the bar.
AtBarClosing, // The opening / closing price is at the end of the bar.
CloseAndReverse // For the close and reverse logic.
This property is set to "ExecutionTime.AtBarOpening" for "Bar Opening" indicator. It says to the backtester that it has to open a position exactly at the opening price. This will fool the backtester for a LTF "Bar Opening".
If we remove that parameter from the indicator, most of the bars will become "Ambiguous" because the backters will have to interpolate the bar in searching of the entry price.
This problem is even bigger for the Closing Slot.
We know that Closing Logic Conditions have OR logic. So even one satisfied condition has to close the position. If we use LTF Bar Closing, such exit may appear on a price that is out of the bar range... How to deal with such a case?
I think the simplest solution is Krog or other developer to convert WTF indicators to the new format. He may call them LTF to differ from the old ones.