This situation will arise ONLY when a new 20 day level happens on the 20th day as it happened in this case ! BTW, if you look at Futures chart, the low happened on 30th Jan at 326 and the same was breached on 7th Feb when a new low 319 was made. If you consider some Filter than the low of 7th is still intact as 8th Feb low was 318.40 !! So one can go long above 326+filter (TS+1) SL below 318.40