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?
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