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MAE for a single trade
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MAE for a single trade
Would it be possible to get the MAE value of a single trade in the TradeCollection method? -
Hello guillembm,
Thanks for your post.
This is possible in NinjaTrader 8, but not in NinjaTrader 7.
In NinjaTrader 8, you may fetch MAE from a Trade object, within the Trade collection.
For example:
Code:if (SystemPerformance.RealTimeTrades.Count > 0) { // Check to make sure there is at least one trade in the collection Trade lastTrade = SystemPerformance.RealTimeTrades[SystemPerformance.RealTimeTrades.Count - 1]; // Calculate the PnL for the last completed real-time trade double myMAE = lastTrade.MaeCurrency; Print(myMAE); }
We look forward to assisting.JimNinjaTrader Customer Service
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Hello guillembm,
Optimization fitness metrics would still pull from TradePerformance from within SystemPerformance for the strategy and we will be back to trying to reference individual trades from there, and then trying to fetch MAE/MFE from an individual trade. NinjaTrader 7 does not have this for individual trades so we would not be successful there.
You could try to calculate it on your own within the strategy logic, but this will not integrate well with the Strategy Analyzer. I would recommend using NinjaTrader 8 for this kind of task.
NinjaTrader 7 statistics - https://ninjatrader.com/support/help...efinitions.htm
Please let us know if there is anything else we can do to help.JimNinjaTrader Customer Service
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