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Why do some Christians begin and end their prayers with the sign of the cross?
Here we have an example where our knowledge of substance has given way to style only. Making the sign of the cross dates back to the early second century. During the persecution of the early church by the Roman Government, fellow believers used the sign as a source of identification; by quickly touching the forehead, the breast, one shoulder, then the next. Even when noticed by a Roman soldier, its intent was unknown to them.
Today Roman Catholics, Eastern Orthodox, some Lutherans and Episcopalians incorporate the sign as a regular part of their prayers. Most other Protestants, however, refrain from using it for two reasons. They believe the cross is a reminder of the cruel death of Christ and most Protestants would rather emphasize His resurrection (Protestants hold to the doctrine of double imputation – explained in the next answer). Protestants (unfortunately in my opinion) remain cautious with any kind of association with the Roman Catholic Church.
There is theological substance behind the style in which the sign of the cross is made. Pedagogically it is a theologically sound tool. When making the sign, the thumb and the first and second fingers are joined together symbolizing the three persons of the trinity. The right hand is used to symbolize that Christ is now seated at the right hand of the Father. The remaining two fingers of the right hand are joined together and folded in toward the palm of the hand symbolizing for the believer that Jesus has both a divine and human nature.
What is double imputation?
Protestantism holds to the vicarious atonement of Christ. It is vicarious because it is accomplished by imputation (transfer), a double imputation (transfer). Christ willingly bore for His people their sins that are imputed or transferred to Him. Christ is the sin-bearer for His people (the Lamb of God) who takes away (expiates) their sin and satisfies (propitiates) the demands of God's justice. The cross alone, however, does not justify. If all Christ had to do was die for us He could have come down from heaven and gone straight to the cross. But He also had to live for us as we need positive righteousness.
Protestantism maintains that one is not justified only by the death of Christ but also by the life of Christ. His perfect righteousness is also imputed to those whom He redeems. Hence there is a double imputation or double transfer. The sins of the redeemed are imputed to Christ upon the cross; and Christ's perfect righteousness is imputed to the redeemed. But then evidence of such imputed justification should be seen in the works performed by those so justified.