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Hi
">=" will mark every bar where MA5 is >= MA10. You may not see all these in
the test results because the backtester removes redundant signals but you
would see them if you plotted the Buy array without backtesting.
Cross only marks the bars where it crossed, i.e. MA5 is > MA10 today but was
< MA10 yesterday.
Steve
----- Original Message -----
From: "jlami11" <jlami11@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, November 02, 2006 9:56 PM
Subject: [amibroker] Difference between "Cross" functio
> Hello,
>
> I was wondering what the difference is between the
> Cross function and the >= or <= functions for use in backtester.
>
> How is the Cross function calculated.
>
> For example, in backtester I tried the following with 10 day time stop:
>
> i.e. Buy = cross(MA(C,5), MA(C,10) this got different results than
>
> Buy = MA(C,5) >= MA(C,10) (This got more signals)
>
> What is the difference in calculation here? is the >= causing the
> signal to be counted twice, once when the 5 day MA touches/crosses
> above 10 day and counted again when it comes back down and touches
> the 10 day MA again?
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
>
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