Did you try this already? Using cross* means that the price must really cross the SMA within the bar or in other words, the price must be higher/lower than the SMA before the bar and lower/higher afterwards.
Trading this limitation e.g. with all 28 available currencies from 2009 to 2015 reduces the number of trades from ~3.000 to ~100 (or between 0 and 10 per asset). I can hardly believe that this could be a representative approach.