The NeuroShell Trader does not place a stop on the same bar as the entry UNLESS the stops are not based upon the trading strategy. So using any stop that is based on the Trading Strategy itself (i.e. %Trailing Stops, EntryPrice+/-some amount, etc.) will not create a stop until the next bar after the entry. However a stop price that is not based on the Trading Strategy (e.g., Low Price minus X points, MovAvg, …) can put a stop in on the same bar as the entry.

Stop prices for the next bar are computed at the end of the previous bar. In the first case above, the stop values can’t be computed before the bar because the entry occurs inside the bar (and NeuroShell Trader only performs calculations at the end of each bar). However in the second case, the stop price can be calculated before the bar because no information about the entry price (which hasn’t occurred yet) is required.

The same is true of limit and stop limit orders.

Note that the above discussion assumes the entry is a market order entry. The Trader won’t allow you to put in both an Entry Stop and an Exit Stop order on the same bar. If it did, you could very easily end up going short instead of long if the exit stop got hit before the long entry stop was hit.