I have a few test strategies using the CrossAbove and CrossBelow methods. If the lookback period is set to zero in these, I get no trades in my backtests. It's unclear to me why the lookback period needs to be >0, when the other indicators I am working with don't seem to have this requirement. Further, when actually run the simulator, trades seem to be executing one bar later than they should based on when the crosses are occurring.
Any ideas?
Thanks
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