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Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer.

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Old 04-24-2012, 09:51 AM   #1
fsprea
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Default MAE/MFE charts x-axis

Hallo people,
I searched around for this but didn't find anything about.

Introduction: I'm just backtesting (historical data, not live feed) a forex strategy. I have no money management in place, but just trade 10000$ (i.e. 1$/pip in forex terms) per position.

I'm fascinated for the superb analytics of Ninja backtester and all the graphical representations of them that are available at the distance of a click (CONGRATULATIONS!!!!).

A little problem,though.

When you look at tabular trade data, you can select and switch between points, dollars and percentage, and it works wonderfully for MAE and MFE too. (Don't want to make a pick, but you really can switch between MAE = 15$, MAE = 15 point or MAE = 0,10% (which is correct being entry price 1,4481: 0.0015/1.4481 is 0.00104...).

The problem is when I want to look at data in the graphical format. What I get is the following:

.

The x-axis legend still shows $ rather than %, contrary to the right y-axis label. Is it just a typo of the coders (thus: quite easy to correct! ) and we can just "ignore" it and read it as "%", or is there a problem?

Thanks in advance for the support!

Bye

fsprea
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Old 04-24-2012, 10:10 AM   #2
NinjaTrader_AdamP
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fsprea,

Thank you for your feedback!

The "Percent" only changes the vertical axis in this case. The X-axis is still set in price. I could suggest that this change to development if you would like.
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Old 04-24-2012, 11:23 PM   #3
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Thank you Adam.

Oh, surely! This would be a very significant improvement.

When rationally developing a system, if you decide to focus on percentage changes of returns, it does not make sense to analyze pip-wise or money-wise the MAE & MFE. Plotting MAE&MFE as percentage of entry would allow studying stop loss and take profit values based on percentages instead of fix pip numbers.
Of course the workaround is very easy, by exporting the table of data into excel. But, as the data are already there and available, it is a little pity that they cannot simply be charted by Ninja.

Bye

fsprea


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fsprea,

Thank you for your feedback!

The "Percent" only changes the vertical axis in this case. The X-axis is still set in price. I could suggest that this change to development if you would like.
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Old 04-25-2012, 07:56 AM   #4
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fsprea,

Your suggestion has tracking ID : 1721

Thanks for your suggestion!
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