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Can someone help me understand why
Buy = Cross (Close, Threshold)
gives substantially different backtesting results than
Buy = Close > Threshold
(with Buy on Open)?
I had been using > in Buy and Sell statements, but then noticed in
the AFL Library that usually Cross was used. So I tried it, expecting
that the results would be the same, but they were substantially
different. What accounts for this?
Thanks,
Damien
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