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An equivalence to
Buy = Cross (Close, Threshold)
would be
Buy = Close > Threshold AND ref(Close,-1) < Threshold
the difference from Buy = Close > Threshold is easily spotted here.
Johan
--- In amibroker@xxxxxxxxxxxxxxx, "barkand" <damienb4l@xxxx> 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,
>
> Damien
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