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What is ETD in performance report?

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    What is ETD in performance report?

    According to the help, ETD is the average end trade drawdown. What is that?



    #2
    imported post

    Hi,

    Please read the following:

    http://ninjatrader.mywowbb.com/view_...trade+drawdown

    Vince
    Vince B.NinjaTrader Customer Service

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      #3
      imported post

      If I trade a 1 lot with a profit target at 10 ticks and a stop at 10 ticks, and the profit target is hit. Is the ETD then zero?


      Comment


        #4
        imported post

        You need to understand MFE = max favorable excursion (related to MAE = max adverse execursion) concept. ETD is what you give back after reaching MFE until you finally exit.
        DierkNinjaTrader Customer Service

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          #5
          imported post

          I don't have the Sweeney book but I think MFE is the best price I could have got after entry. ETD sounds like the MFE less the actual exit.

          In the case where my profit target is hit (before the stop), the MFE must be equal to the exit price and ETD is zero. Is this correct?

          BTW, does NT have a ETA on version 6?

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            #6
            imported post

            MFE (and MAE) usally are percentage values and not actual prices. Apart from that you are correct: ETD would be 0.

            ETA NT6: Fall 06
            DierkNinjaTrader Customer Service

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              #7
              Originally posted by NinjaTrader_Dierk View Post
              MFE (and MAE) usally are percentage values and not actual prices. Apart from that you are correct: ETD would be 0.

              ETA NT6: Fall 06
              Hi Dierk,

              Are there any third party applications that I could feed the data into from the NT performance report that could help optimise stop loss and trailing stop levels? I have used the optimiser to help twek systems but as I use ATM calls in my strats, I have to edit the strats being optimised with stop loss and trail stops that accurately reflect my real trading systems. The optimiser is a good tool for me but am looking for something to examine actual performance.

              So if there is anything you could recommend in terms of additional software or perhaps on online optimiser, I would really appreciate it.


              Thanks,

              Gavin.

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                #8
                Hi Gavin, I'm not sure I follow you here - ATM's can't be back tested unfortunately, so using an external optimizer would not change it.
                BertrandNinjaTrader Customer Service

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                  #9
                  Originally posted by NinjaTrader_Bertrand View Post
                  Hi Gavin, I'm not sure I follow you here - ATM's can't be back tested unfortunately, so using an external optimizer would not change it.
                  Ok Bertrand thanks, was afraid you'd say that. Will focus on optimising strats with a manual stop loss call.

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                    #10
                    Hi Support,

                    Do you guys still have that document in post #2?

                    Is there an updated link for that somewhere?

                    [old post, I know, but thought I'd ask anyways ...]

                    Thanks

                    Comment


                      #11
                      Hello,

                      Thank you for your post.

                      I am not 100% familiar with the link in post 2 however I suspect that this same information is available at this link to our current Help Guide: http://www.ninjatrader.com/support/h...efinitions.htm
                      KyleNinjaTrader Customer Service

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