I am glad to hear that you liked the strategy builder.
Well, it opens on the next bar because this is when the cross is confirmed. If you want to be at the exact moment, you can build this strategy with FSB Pro as well. But sometimes there will be a cross (and entry) and if the price reverses you will not see the cross anymore. The Moving Averages are repainting indicators.
You can set the parameters for the Moving Averages when you put them in EA Studio:
From MA Method, you select Simple, Exponential, etc.
From Apply to, you can select Open, Close, etc.