[amibroker] A bug in Cross()?

["Barry Scarborough" <razzbarry@xxxxxxxxxxxx>]

I have two WMA, one with a period of 8 and the other 9. I use a cross 
function to time trades. Today on a 10 minute chart of TFZ8 at 11:19 
the WMAs crossed twice in that bar. The up cross closed a short but 
when the trend turned down it did not give a down cross signal. What 
about Cross will not let this work as expected within one bar? 

This is in an auto trading program. I know it didn't cross as I was 
tracing the program. I thought it might have to do with blocking trades 
while I wait for filled status and the number of contracts to equal 0 
but when I looked at the trace there was never a down cross when the 
trend continued down. I never got a short or sell signal.

Should I expect Cross to give multiple signals within one bar if they 
do indeed cross both ways or multiple times within the bar?

Thanks,
Barry


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