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Re: Greater than vs. cross



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Joel Reymont asked:


> I have a system that enters and exits depending on crossover
> of two moving averages. Why is it that if I specify mov1 > mov2
> it gives me one set of trades and if I do cross(mo1, mov2)
> it's something else?

Are you using the same averages for the entries and exits?  If not,
with the 1 > 2 technique, your exit criteria can fire while the entry
conditions still apply, so that MS goes in again immediately.  With
the Cross() method, the entry signal is in force only on that bar.

Owen Davies