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What is ETD in performance report?
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Hi,
Please read the following:
http://ninjatrader.mywowbb.com/view_...trade+drawdown
Vince
Vince B.NinjaTrader Customer Service
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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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Originally posted by NinjaTrader_Dierk View PostMFE (and MAE) usally are percentage values and not actual prices. Apart from that you are correct: ETD would be 0.
ETA NT6: Fall 06
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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Originally posted by NinjaTrader_Bertrand View PostHi 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.
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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.htmKyleNinjaTrader Customer Service
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