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If you test a system which buys on stop:
Buystop=ref(H,-1);
buy = [buyrules] and cross(H,Buystop);
and gives you nice results try changing to:
Buystop=ref(H,-1);
buy = [buyrules] and H > Buystop;
and you obtain more trades and worse results. I don't understand
this since once the day is gone I know the cross only happened if we
had a high above the buystop. In real life the 2 situations are
identical, the high exceeded the buystop.
from the help:
CROSS(ARRAY1,ARRAY2) Gives a "+1" or true on the day that ARRAY1
crosses above ARRAY2. Otherwise the result is "0".
What am I missing here, why do we have different results in
simulation?
do we have a "false" in the CROSS if at the end of the day the close
is below Buystop???
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