It appears the CrossAbove and CrossBelow indicators may have a bug.
Using CrossAbove(IDataSeries series1, IDataSeries series2, int lookBackPeriod), where lookBackPeriod = 1, it appears the indicator is designed along the lines of if the prior series1 value is less than the prior series2 value and the current series1 value is greater than the current series 2 value than return true, else false. That is:
{
true;
else
false;
}
While this will be correct most the time there is an exception. In the event series1 has been above series2 for the last several bars, then in the next bar series1 dips to EQUAL series2, and in the following bar series1 remains above series two this would result in the CrossAbove indicator returning "true" when a cross above has not occurred.
Any input would be appreciated.
Thanks
Shannon
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