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what is MTR?

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    what is MTR?

    Documentation doesn't say what it is. MTR is column in strategy analyzer before MFE and MAE.

    #2
    Hello,

    This stat is Maximum Time To Recover or MTR. MTR is from a drawdown and then to reach a new equity hieght the maximum time this takes.

    Let me know if I can be of further assistance.
    BrettNinjaTrader Product Management

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      #3
      Is it possible to know how it is calculated ? the MTR calculation ?

      Comment


        #4
        Hello,

        I dont have a statistical / mathmatical definition of the object Unfortunaley in the help guide.

        Let me know if I can be of further assistance.
        BrettNinjaTrader Product Management

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          #5
          I am asking because I have a strategy that I backtested and MTR is around 400 days but revising the trades taken, it seems incorrect.

          the worse drawdown I took was regained in matters of days not hundreds of days

          Is there an explanation for this ?

          thats why I asked how MTR is calculated so I can try to see if there is an error somewhere.

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            #6
            Hello,

            Can we take a look at your trade equity graph.

            To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.
            BrettNinjaTrader Product Management

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              #7
              Originally posted by NinjaTrader_Brett View Post
              Hello,

              Can we take a look at your trade equity graph.

              To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.
              Did you ever look at this equity graph? I would be interested in the results of analysis.

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                #8
                I'd be interested in an answer to this too. I attach two jpeg files, "summary.jpg" and "graphs comulative profit.jpg", and a csv "NinjaTrader Daily report...csv".

                As far as I can tell, the largest MTR is 19 days, and the total of all MTR figures in the column is 594.

                I cannot reconcile the figure given in the summary of 665 days.

                Thanks.
                Attached Files

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                  #9
                  Hello James Beale,

                  Thank you for your post.

                  May we review your database on our end? You can send this to us via the NinjaTrader Control Center > Help > Mail To Support > ensure the database option is enabled before sending and list the thread in your subject of the note: http://www.ninjatrader.com/support/f...ad.php?t=36333
                  Patrick H.NinjaTrader Customer Service

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                    #10
                    Could you advise me what the database file includes? I don't want to be in breach of any commercial confidentialities.

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                      #11
                      Hello James,

                      Thank you for your response.

                      The database contains the historical trade information, executions, ATM Strategies, and instrument data.
                      Patrick H.NinjaTrader Customer Service

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                        #12
                        Hi, and thanks for the reply.

                        I've had correspondence with another party who informs me that their research shows that the MTR "definition is wrong and/or the method of calculation." They go on to say, "On the NinjaTrader support site, you will find some old threads about the issue." This is born out by the old messages on here!

                        So, as I'm unconfortable sending over data I can't check out first, I think I'll just live with the fact that the MTR is "wrong"!

                        Thanks.

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