CrossAbove vs manual cross

[morafra]

Hello,

These two statements return different number of entries (totally different), why these two are not equivalent?

Statement 1 is just the CrossAbove function.
Statement 2 says if:
close one period ago is under the SMA one period ago
AND
current close is greater than current sma



Statement 1:
CrossAbove(Closes[2][0],SMA(BarsArray[2],15),1)


Statement 2:
Closes[2][1] < SMA(BarsArray[2],15)[1] &&
Closes[2][0] > SMA(BarsArray[2],15)[0]


Thanks,

[NinjaTrader_CalH]

Hello Morafra,

Thank you for your post.

This is because CrossAbove() condition checks for being less than or equal to the previous value rather than just less than

This would be the test against the CrossAbove in the same manner as Statement 2:
if(Closes[2][1] <= SMA(BarsArray[2], 15)[1]
&& Closes[2][0] > SMA(BarsArray[2], 15)[0])

Let me know if I can be of further assistance.

[morafra]

The CrossAbove returns about 3,300 trades whereas the updated Statement 2 returns about 30,000 trades.

You can try this on your end with any strategy.

Are there any other restrictions built in the CrossAbove function other than the actual crossover?

Thanks,

[NinjaTrader_CalH]

Morfra,

You are testing two different things here in that they are not the same test. CrossAbove() condition checking in side the method looks at Less than or Equal to the previous value.

Your's is only checking when its Less than the previous.

I would not expect to get similar results.

What restrictions are you referring to?