Jcl thanks for your reply. I know that the crossover function is:
"bool crossOver(var* data1,var* data2) { return (data1[0] > data2[0]) && (data1[1] < data2[1]); }"
so Fast[0] > Slow[0] is already present in the function, also do not understand why BuyLimit is greater than BuyStop, should not it be the other way?
If Price[0] is < BuyLimit and > BuyStop, than when Zorro run 'enterLong(1,BuyStop)', the trade become a buy limit and not a buy stop, because BuyStop is < Price[0]. Is not it?
Thanks again for helping me to understand!