I assume that whatever this answer is applies to the exit as well?
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
MAE / MFE Calculation
Collapse
X
-
MAE / MFE Calculation
In real time trading mode (as opposed to backtesting)--are MAE and MFE calculated from the time of the trade or from the bar itself? In other words is the 'worst price' tracked from the time of my entry or from the beginning of the bar I enter the trade on?
I assume that whatever this answer is applies to the exit as well?Tags: None
-
Jim, this depends on your individual entry time / price - http://www.ninjatrader-support.com/H...verageMAE.htmlBertrandNinjaTrader Customer Service
-
Clarification
Just to make sure I undertsand what you mean---the pricing used to calculate MFE and MAE only include prices traded between the time you enter a trade and the time you exit a trade---any price action before entry and after exit is not included, right?
Thanks again for the great support.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by usazencort, Today, 01:16 AM
|
0 responses
1 view
0 likes
|
Last Post
by usazencort
Today, 01:16 AM
|
||
Started by kaywai, 09-01-2023, 08:44 PM
|
5 responses
603 views
0 likes
|
Last Post Today, 12:32 AM | ||
Started by xiinteractive, 04-09-2024, 08:08 AM
|
6 responses
23 views
0 likes
|
Last Post Today, 12:31 AM | ||
Started by Pattontje, Yesterday, 02:10 PM
|
2 responses
22 views
0 likes
|
Last Post
by Pattontje
Yesterday, 11:49 PM
|
||
Started by flybuzz, 04-21-2024, 04:07 PM
|
17 responses
230 views
0 likes
|
Last Post
by TradingLoss
Yesterday, 11:45 PM
|
Comment