I would like to create the following condition with the Condition Escort:
An indicator crosses with the market price.
Which indicator/value could I use for the market price?
You simply use the Close series here and use the Cr-A if you want to cross from bottom to top.
or the Cr-B if the closing price crosses the SMA from top to bottom.
In the appendix you can see a CrossAbove example - hope that helps