• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Results -mae/mfe,avg mae/mfe,avg entry/exit/total efficiency

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    Results -mae/mfe,avg mae/mfe,avg entry/exit/total efficiency

    I don't pay much attention to these results usually, but

    mae/mfe columns are the same. Is this possible?

    The avg mae/mfe charts are identical. (I think they are combined showing both MAE/MFE?)

    The avg entry/exit/total efficiency charts are all identical.

    I found this previous problem with the mae/maf columns: http://ninjatrader.com/support/forum...&highlight=mae
    Attached Files

    #2
    Here's the final image
    Attached Files

    Comment


      #3
      Hello,

      These results are not expected -- they should all be unique. I'm actually not seeing this behavior on my end. Does this occur with any strategy that you test, and any combination of user-defined input values, or is it just one reproducible scenario?
      Dave I.NinjaTrader Product Management

      Comment


        #4
        Originally posted by NinjaTrader_Dave View Post
        Hello,

        These results are not expected -- they should all be unique. I'm actually not seeing this behavior on my end. Does this occur with any strategy that you test, and any combination of user-defined input values, or is it just one reproducible scenario?
        This is on 2 different machines from the same datasource.

        This is the result from my modifying my strategy code to fit some non-customer strategy.


        MAE/MFE are also identical.

        The only common factor that I can tell - is that these entries are using SetStopLoss and SetProfitTarget with ExitOnClose



        IsExitOnCloseStrategy = true;
        ExitOnCloseSeconds = 30;


        All my machines are Windows 7 "x64"...

        I'm using Market Replay with data imported from NT7 or from an NT8 export from NT8 that was imported from NT7. The code is created in each new instance, only 2 items, indicator and strategy.

        I don't think my ported code from NT7 is that radical to destroy just about everything on every machine I touch.

        I'm can wait to NT8 B4 - and try to destroy SampleMaCrossover with tidbits from my programming.. and maybe prove out all the other issues that no one can reproduce.
        Attached Files

        Comment


          #5
          I've done another test with the exact scenario you've reported, but I'm still seeing everything looking good. Please take a moment to test this once more after installing the Beta 4 build, and let me know if you see the same thing.
          Dave I.NinjaTrader Product Management

          Comment


            #6
            Originally posted by NinjaTrader_Dave View Post
            I've done another test with the exact scenario you've reported, but I'm still seeing everything looking good. Please take a moment to test this once more after installing the Beta 4 build, and let me know if you see the same thing.
            I still see these amounts in the columns and graphs are all the same even in NT8-B5. Control Center->New->Trade Performance on a Playback-MR. I even filtered down to the latest strategy run, Playback 101, and Futures.

            Comment


              #7
              Hello sledge,

              Thank you for your patience.

              I cannot reproduce this on my end in Beta 5. Do you have a specific strategy and instrument you are testing?
              Patrick H.NinjaTrader Customer Service

              Comment


                #8
                Just ES over 2 years.

                I'm going to set up a new workspace and use the default strategy and see what happens.

                I feel like almost the only beta tester in these times. Can someone else out there run the reports and see if the are incorrect or correct? I can't be the only one.

                Comment


                  #9
                  Originally posted by NinjaTrader_PatrickH View Post
                  Hello sledge,

                  Thank you for your patience.

                  I cannot reproduce this on my end in Beta 5. Do you have a specific strategy and instrument you are testing?
                  http://ninjatrader.com/support/forum...00&postcount=5

                  Comment


                    #10
                    Hello,

                    I wanted to check on this item as I have been unable to re produce this.

                    Have you tried this again in B6? Can you confirm if you are still getting these results?

                    If you have further steps or information/sample on the scenario I would appreciate any input.

                    I look forward to being of further assistance.
                    JesseNinjaTrader Customer Service

                    Comment


                      #11
                      http://ninjatrader.com/support/forum...ad.php?t=78479
                      http://ninjatrader.com/support/forum...d.php?p=435029

                      Originally posted by NinjaTrader_Jesse View Post
                      Hello,

                      I wanted to check on this item as I have been unable to re produce this.

                      Have you tried this again in B6? Can you confirm if you are still getting these results?

                      If you have further steps or information/sample on the scenario I would appreciate any input.

                      I look forward to being of further assistance.

                      Comment


                        #12
                        Originally posted by NinjaTrader_Jesse View Post
                        Hello,

                        I wanted to check on this item as I have been unable to re produce this.

                        Have you tried this again in B6? Can you confirm if you are still getting these results?

                        If you have further steps or information/sample on the scenario I would appreciate any input.

                        I look forward to being of further assistance.

                        Here it is. Yes in This is NT8 B6...

                        Avg MFE appears to always be a copy of Avg MAE in NT8... hence the Avg ETD gets out of whack...

                        The MAE chart in NT8 is charting the average which makes no sense. NT7 has it right. Plot all 3 trades. If you want to give us both that is fine. But it's nice to know which trade was the worst or best.. not a daily average... rolleyes:

                        I chose a date, ES 03-15 @ 3/2/2015 12:00am in each market replay.
                        I attached the samplemacrossover to both. Played back the same amount of time and got 3 trades in.

                        NT7 vs NT8.
                        Attached Files

                        Comment


                          #13
                          Hello,

                          Thank you for confirming that.

                          I do see now that it appears that there are a few different reports surrounding the MFE and MAE with development currently so it appears this is currently on Developments plate for review, you can consider this reported.

                          If I have further details on this I will report back.

                          I look forward to being of further assistance.
                          JesseNinjaTrader Customer Service

                          Comment


                            #14
                            I'd like to report the same issue still exists today in 8.0.0.7 (Direct) - BETA

                            Comment


                              #15
                              Hello,

                              Thank you for the report.

                              I wanted to check, are you currently using B7 or B8? b8 was released on January 8th.

                              Beta 7 would no longer relevant so if you are still using b7, please update to b8 and then complete new tests to confirm the actions you did still produce the problem.

                              I look forward to being of further assistance.
                              JesseNinjaTrader Customer Service

                              Comment

                              Latest Posts

                              Collapse

                              Topics Statistics Last Post
                              Started by mohdhm, Today, 04:09 PM
                              1 response
                              9 views
                              0 likes
                              Last Post NinjaTrader_ShawnB  
                              Started by BGWTEX, Today, 03:30 PM
                              1 response
                              3 views
                              0 likes
                              Last Post NinjaTrader_Jesse  
                              Started by marekflys, Today, 03:07 PM
                              0 responses
                              6 views
                              0 likes
                              Last Post marekflys  
                              Started by GregoryBaskin, Today, 02:51 PM
                              1 response
                              4 views
                              0 likes
                              Last Post NinjaTrader_Tyler  
                              Started by swcooke, Today, 12:33 PM
                              1 response
                              11 views
                              0 likes
                              Last Post NinjaTrader_ChelseaB  
                              Working...
                              X