Cross-domain tracking helps you follow the user even if one or more pages are on a different domain name than the original one. Cross-domain tracking is necessary when a site has a page (payment confirmation, for example) that sends a user to an external domain.
This option is of the utmost importance if we wish to track the user and take advantage of statistics on this page that is outside of the site.
To set up cross-domain tracking, click on the "Settings" button in the menu, then click on the "Advanced" tab and go to the "Cross-domain tracking" section.
Just add a URL pattern as a setting for pages hosted on other domains. Then click on “Add,” and validate your change.
Here is an example of cross-domain tracking: