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Re: [amibroker] Cross vs. >



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Damien,
 
The difference is signal vs state.
 
Buy = Cross (Close, Threshold)
Is true on the day it occurs, and looks like this 00000 1 00000.  1 is the day the cross is true.  This is called signal form.
 
Buy = Close > Threshold
Is true as long as C > threshold, and potentially looks like this 000 111111111 0000.  1 represents the days where C > Threshold.  This is called state form because it is representing a buy state in this example.
 
If you think of it from this perspective it will help clarify things.
 
Kind Regards,
Garybarkand <damienb4l@xxxxxxx> wrote:
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,DamienSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to suggest@xxxxxxxxxxxxx-----------------------------------------Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. 
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