Yes novice1, it is a concept of moving filter so it moves with every bar and not stationary on 1st bar.
We go to the examples First Saints reply to LVG's querry :
1)Bar 1 H=4172,L=4157 so in the next bar either 4172+14=4186 has to break upside or 4157-14 =4143 has to break on downside,we are taking 14 on bothsides as we do not know whether the first move is upmove or downmove.
2)Bar 2 H=4180, L=4149 so neither long nor short enrty is triggered.But we now know that the 1st move of the day is upmove.
3) In bar 3,either 4180+14=4194 should be taken out or 4149-7 (note here it is 7 now and not 14 as the down move if it comes is a second move)=4142
Bar 3 H=4187 and L=4165 so no entry in any direction.
Best Wishes,
Smart_trade