Start the order after the candle closes outside the Bollinger Band.

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Here is the "how-tos" Bollinger Band topic opened by dear Andrey. 
https://communitypowerea.userecho.com/en/communities/7/topics/325-how-to-use-bollingerbands-bb-as-an-entry-filter
The subject is very clear and precise. "Use closed bars only". This option is not available in MA and filters. It's impossible right now, I understand you. I wanted to add it as a topic. Thank you.
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aramabdo

It is now available in CP v2.53.1