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NinjaTrader
Results -mae/mfe,avg mae/mfe,avg entry/exit/total efficiency
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Hello,
I tried placing manual orders as you have but have not seen the same result. I have attached an image of my results.
Can you tell me, is this only occurring on a specific instrument or is this across all instruments?
Also did you upgrade from b7 or is this a clean install?
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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Originally posted by NinjaTrader_Jesse View PostHello,
I tried placing manual orders as you have but have not seen the same result. I have attached an image of my results.
Can you tell me, is this only occurring on a specific instrument or is this across all instruments?
Also did you upgrade from b7 or is this a clean install?
I look forward to being of further assistance.
Also, I'm on the Direct license. Maybe there is a bug that disables some calculations for MAE/MFE along with everything else for Direct.Last edited by mknell01; 01-14-2016, 05:47 PM.
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Originally posted by NinjaTrader_Jesse View PostHello,
I tried placing manual orders as you have but have not seen the same result. I have attached an image of my results.
Can you tell me, is this only occurring on a specific instrument or is this across all instruments?
Also did you upgrade from b7 or is this a clean install?
I look forward to being of further assistance.
Comment
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Hello,
Thank you for the reply.
If you had done a clean install and had also removed your documents NinjaTrader 8 folder along with re installing windows, this should be sufficient to see a change.
I would like to check if I am missing a step regarding what is happening here, would you be able to provide a video of the steps you are taking to result in the values being the same? You could use a free service like Jing to take the video, I just mainly want to ensure we are doing the exact same actions.
I also did try this using a direct edition key but was still unable to re produce this.
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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I'm seeing this issue in Playback currently on Beta 9. Fresh install (removed all files and renamed NinjaTrader8 folder, etc).
In Strategy Analyzer, the Avg MAE, MFE, and ETD look fine, but in Playback with any strategy running on ES. When I right click on the strategy in the Control Panel and select Strategy Performance, MAE and MFE are incorrectly the same value.
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Is this a known bug and/or repeatable on Ninjatrader's side? It's fairly important to calculate these measure correctly. This thread seems to fluctuate as to whether it's reproduceable on Ninjatrader's side, but several users including myself are seeing the same incorrect results.
Thanks!
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Originally posted by tomace View PostIs this a known bug and/or repeatable on Ninjatrader's side? It's fairly important to calculate these measure correctly. This thread seems to fluctuate as to whether it's reproduceable on Ninjatrader's side, but several users including myself are seeing the same incorrect results.
Thanks!
NT8B9 - MAE/MFE the same (except the last one - it's off by $12... maybe that's the bug, when it's not matching!!!
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