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You might try using a counter.
vars:bse4(0),bse3(0),bse2(0),bse1(0);
{...at the point of entry do the following....}
if condition......
then begin
BUY on the close;
bse4=bse3;bse3=bse2;bse2=bse1;bse1=0;
end;
bse4=bse4+1;bse3=bse3+1;bse2=bse2+1;bse1=bse1+1;
{...now you have a barssinceentry record for as many open trades
as you care to follow...}
dbs
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