Close combat

Hey people

A friend and I played a couple of games of Mordheim last night, and then suddenly we were in doubt of how close combat works?
How we ended up playing:
Player A's turn:
- movement
- shooting
- close combat:
highest initiative strikes first = player B.
then player A strikes, if not knocked down/stunned/out of action.

end of turn.

Player B's turn:
- movement
- shooting
- close combat:
(same fight as on player A's turn continues)
highest initiative strikes first = player B.
then player A strikes, if not knocked down/stunned/out of action.

end of turn.

Is this the correct way?
We couldn't find anywhere in the rulebook where it describes wheter or not a fight can take several turns, or not?

This may be a stupid question, and it may be somewhere in the rulebook, but we just haven't stumbled upon it yet

Yes, it's correct, fights can take a number of turns. Note that there are certain cases when the model with the highest initiative does not necesarily strike first e.g. he has been charged (chargers have the 'strike first' rule) or he has just stood up in the current turn's recovery phase after being knocked down in the previous one.

It's worth studying the 'strike first' rule as various things can effect it e.g. spears (have the same rule) and the lightning reactions skill.

Okay, thanks a lot!
I'm familiar with the "strikes first" rules and all, it has just been so long since my last game of Mordheim that I found myself not remembering the close combat system - weird
But thanks!