I am designing a system that will will exit if a bar breaks the low of hte previous 3 candles. So obviously, a 3 period Donchian Channel should be used. There are 4 parameters- Close above high, close above low, close below low, close below high.
For a fast exit I dont want to wait for a candle closing and my idea was to immediately exit the market on the break of a 3 bar low.
Suggestion- Add a "crossing" parameter.

Edit:
I realized there is a topic for features requests. I'll add this to that topic.