Here on this forum they rely on me to get an answet 🙂
No, it's not "Close each trade", it's all about the conditions. And now they are exactly as you say, but note that Candle Close [0] is basically the current price and in the moment of opening the new bar is the same as Candle Close [1], so your conditions react at the very first moment when Candle Close [0] goes above/below Candle Close [1].
Try to compare 1 with 2 and 2 with 3. Also, where "Once per bar" is located (before or after conditions) also makes difference.
Don't focus on "Close each trade", it works as it should - when executed it closes trades you want... but the point is when it is executed?