All calculations will always be done at the close of a candle so if price has gone really high and then fallen back a long way you will always miss that action and only be able to calculate new a stoploss once the candle has closed.

You could try changing the MFE trailing stoploss calculations to be calculated on the high rather than the close and see if you can get that to work better for you as technically the close is not the maximum MFE the high is.

I’m a bit too tired to try it out myself right now but would be glad to see your results 🙂