There are two possible Solutions:

• Despair has already said: in the previous candle open orders like  “buy 1 contract at XXX stop”, XXX is the Price where the conditions will be meet in the current candle
• Create an strategy in shorter time Frame: for example a Moving Average of 20 periods in a 1h time Frame Looks very similar to a Moving Average of 40 periods in a 30min time Frame

Someone else knows another approach?