Hi, Dave, thank you for providing the information above, it has enabled me to identify the issue.
We use the inbuilt hascrossed method of cTrader which seems to not always work as expected, but can still provide good results, instead of removing it we have added an option called Use Has-Crossed, if you set this to NO, it will open and close trades when you see the two MA's cross as this uses the following logic instead.
Fast MA > Slow MA or Fast MA < Slow MA
In theory, the two should work the same, but they do not, we will raise this with Spotware.
If you would like it to work as you have described above, just set the new setting to NO, you will also have to find new settings by running it through the optimisation module.