I want to create a crossover where period 1 (P1) is always smaller than the second one. To get this I thought I could simply add P1 and P2 for the second value.
For example: If P1 is 5 and P2 is 3 I would create a cross of 5 and 8.
Somehow my code does not work. The addition does not work.
How do I fix it?
protected override void Initialize()
{
Add(SMA(P1));
Add(SMA(P2));
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (CrossAbove(SMA(P1), SMA(P1+P2), 1))
{
EnterLong(DefaultQuantity, "");
}
// Condition set 2
if (CrossBelow(SMA(P1), SMA(P1+P2), 1))
{
EnterShort(DefaultQuantity, "");
}
}

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