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Problem with get Crosses Above applied to High array

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alexgularte

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8 years ago #114218

SQ generates the following exit rule using daily data:

 

// Exit Rule: (High(8) Crosses Above Highest(50))
          if (((High[8+1] < getHighest(50, 2)) && (High[8] > getHighest(50, 1)))) {
 
How can High value of 8 days ago be highest than the highest value over a period of 50 days ago?
 
This strategy generates about 20 trades, so the exit rule was triggered in some moment.
 
But I’m not understanding how this can be possible.

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