I'm backtesting using Thinkorswim strategies using the crossing of two averages....one of which is a weighted close... But how does the system know when they "actually" crossed, doesn't that mean that they won't cross until a bar after when the "close" has pulled the weighted close across? Couldn't it have been 3 bars after they actually "look crossed historically" ? And then what do I use, the open of the bar after the crossed? or two bars after they crossed? or the close of the bar they crossed? What is most realistic? I'm using Heiken-Ashi charts so I think that that is confusing me a bit, but I absolutely loathe regular charts... Also do you guys have any trade secrets to filter out small whipsaws?