Search for Common Fields

All

I have an issue in searching data fields. I have three data things, Categories, Budget and Transactions. Both Budget and Transaction have fields of type Category. Given a Transaction, I would like to search Budgets with the same Category. I can set up the search and there are no syntax errors, but the search finds nothing. I can create a Budget with the Transactions Category, so I know the fields are set correctly. Is this a known issue, or am I missing a step somewhere.

Thanks All

Never mind, found my own problem.