1. Due to strategy Calculating "on tick change" it appears that the cross is being calculated or anticipated.
2. The strategy anticipated a cross, so it exited long and entered short where the yellow arrow indicates, just perfectly as it should.
3. However, as you can see after the next candle formed, historically the indicators never crossed. Instead of the strategy selling the long and switching direction, it held the long into larger than i'd like losses. I believe this is due to the strategy looking for a indicator cross back in the other direction, but since it never crossed in the first place it gets stuck holding the long when it should have been in a short.
4. The strategy has to wait for the indicators to cross up (truly cross up) then cross back down before it can exit this previously wrong cross position.
I changed the strategy to "calculate on bar close" and it seems like this is a solution but brings up a secondary issue. Having to wait till previous bars close, the strategy enters late or exits late sacrificing profitable time in position.
Any assistance or recommendations would be appreciated on how to keep Calculate "on each tick" but force the strategy to almost confirm this. The strategy works very nicely other than about 1-2 times a week when the above scenario presents itself and we don't get a true cross.
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