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Barry,
If I understood you correctly, the down cross on same bar "can not happen".
I understand that the value of the variable went above and below the
threshhold.
On the up cross, which you say hapended, the variable crossed the
threshhold. The criteria is that the last value is above the threshhold and
close of last bar is below threshhold.
On the down cross (within same bar) you do not have a cross because you do
not mee the critria above.
The value simply drops below the trheshold ... so you have the close of last
bar AND last value both below the threshold ... so no event takes place.
Ara
----- Original Message -----
From: "Barry Scarborough" <razzbarry@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 23, 2008 10:28 AM
Subject: [amibroker] A bug in Cross()?
>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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