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Cross is the bar on which one value moves from below to above the other
value = one bar giving signal
>= is every bar that one value is greater or equal to the other value = many
bars giving signal, and each one would reset an X period hold exit, unless
protrected by other code
puttin in terms of true/false or 1/0
Cross = 00000001000000000
>= = 0000000111111111
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 03/11/06, jlami11 <jlami11@xxxxxxxxx> wrote:
>
> 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
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>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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> For other support material please check also:
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