The triangle refers to the supernal triad formed by the Kether, Chokmah Binah spheres but that does not explain the Red Cross. So lets look at something else.
The tetractys was a triangle symbol which was considered holy by the Pythagoreans. It showed the whole of created matter as a series of ten dots.
The first dot represented the One Thing, the Second the Duality, the Third the Mediating World Soul and the fourth the four elements of the material word. Now the central dot was the most important as it represented the mediating influence of the World Soul from the upper to the lower words. At the time of the Chaldean Oracles this role belonged to Hekate, but was similar to that of the Cosmic Christ.
So if a later group were to put the Christos/ Hekate into the centre of the tetrax they would replace the central dot with a Cross. Make this into a symbol and you have the cross and triangle. When it moves you get some interesting symbols as to how the Christos/Hekate is working within the candidate during that grade (as well as the more obvious sulphur symbolism etc). This is important because it links the Golden Dawn to the Pythagoreans and ancient philosophical thought.
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