Crossover thresholds

[NinjaTrader_Tim]

Hi billr,

This is Tim stepping in for Austin, what is the issue with TickSize in that context? I don't see this specifically mentioned in previous posts.

[billr]

Hi Tim, I just saw your post. Austin noticed unexpected results using this sort of approach:
if (CrossAbove(SMA(10), SMA(20)[0] + TickSize, 1));
to requiring a minimum crossover threshold of at least 1 tick to trigger a signal. (the crossover values are apparently several decimals beyond what is shown on the Data Box, and the crossovers calculated on such a tight tolerance are sometimes spurious)

He was going to look into why it was not working the way one would expect.

[NinjaTrader_Bertrand]

billr, sorry for the late reply - it has likely do with the rounding of the values producing the crossover, as you're dealing with double values here - I'll ask Austin what he found out, so he can update the thread.

Thanks for your patience