Entry-and-Stop-on-same-bar

I feel like this has been asked before, so forgive me in advance
but in backtesting - how should we handle scenarios where my entry and stop happen on the same bar ?
Am I correct in saying that WL8 cannot execute an intra-bar stop order?

CODE:
if (barsSinceEntry == 0)
{
    // Bar 0 (Entry Bar): Initial stop at Midline + 1.0 ATR
    stopPrice = midline + currentATR;
    ClosePosition(pos, OrderType.Stop, stopPrice, "Short Initial Stop");
}

below you can see an up bar in grey:

1= short position initiated
2=yellow dot stop loss (breached on the same bar)
3=actual exit showing at the open of next bar