Sometimes works the MAE calculation not right.

[matthiasmaze]

Hello

Sometimes works the MAE calculation not right.
The following trades are from the Market Replayer with an ATM Strategie:

Trade 1:
Long Entry at the TF: 1264.5
Lowest Point: 1264.0
That’s five Ticks or $50
At Account Performance / Trades the MAE is $40

Trade 2:
Long Entry at the TF: 1236.0
Lowest Point: 1234.7
That’s 13 Ticks or $130
At Account Performance / Trades the MAE is $120

For most trades , the MAE calculation works.

[NinjaTrader_Jason]

Hello matthiasmaze,

Do you notice any consistency between the occurrences so far?

Does the issue only occur when you use the Market Replay connection? Are you able to reproduce the issue if you trade the Sim101 account?

Is the issue limited to the TF 06-15 or do you experience the issue with other instruments as well?

[matthiasmaze]

Hello Jason

If the calculation is wrong , it is only just one tick.
The Problem is with any TF Contract.
I only use the Market Replayer for my backtests. With the Sim101 Account I can not Papertrade Days in the past. I have no automated trading system. That’s why I need the Market Replayer.

[NinjaTrader_Jason]

Thank you for clarifying.

I tested the TF 09-15 on my end while connected to the Market Replay, but I could not reproduce the issue so far. The MAE is calculated correctly for all trades I have done. I used an ATM strategy as well.

I will need to find a reproducible scenario to further investigate. You mention the issue only occurs sometimes. Is there anything you can think of that is similar between those instances?

Try the following. Disconnect the Market Replay and go to Control Center-->Tools-->Options-->Data-tab and click Repair DB. Subsequently connect to the Market Replay again and check if the issue remains.