I was backtesting one of my strategies and found out, while monitoring MA crossings, some differences between my strategy and my custom indicator, with the same settings, on DAX daily chart.

While my indicator seems to identify crossings correctly, my strategy does not!

I’d like someone to help me find out what’s wrong.

This is my indicator:

FastMA = average[27](close)
SlowMA = average[262](close)
x = FastMA CROSSES OVER  SlowMA
y = FastMA CROSSES UNDER SlowMA
return x, -y, 0

This is my strategy:

DEFPARAM CumulateOrders = false
FastMA = average[27](close)
SlowMA = average[262](close)
CrossingUP = FastMA CROSSES OVER   SlowMA
CrossingDN = FastMA CROSSES UNDER  SlowMA
buy at market
graph CrossingUP
graph -CrossingDN

and I attach 3 screenshots:

• the first one shows my idicator detecting a bullish crossing on Nov. 26th 2015, while my strategy GRAPHED wrong values
• the second one shows a my indicator detecting a bearish crossing on Dec. 11th 2015, while my strategy GRAPHED wrong values
• the third and last one shows my indicator detecting no crossing (and it didn’t occur) on Feb. 22 2018, while my strategy GRAPHED a bearish value

Setting MAs to 20 (faster MA)  and 100 (slower MA) did not change anything (just a few more crossings).

Replacing MA from simple to exponential (adding “,1” within brackets of AVERAGE) didn’t change anything, as well.

And I didn’t even drink a glass of wine before coding!

MA1.jpg MA2.jpg MA3.jpg