MAE is often incorrect in account performance

[cunparis]

I've noticed for a while that the MAE is often incorrect when I show my performance.

Yesterday is a good example. The first two trades are the same trade, entered at the same time (trading 2 lots). The first shows MAE of 0 and the second shows MAE of -1.5. In looking at the chart with trade markers (below) the -1.5 is probably correct as it looks like there was a very quick move and a delay in the fill of the stop resulting in positive slippage. however the MAE for the first trade says 0 which isn't possible.

Trades 3 & 4 are the same trade, it has MAE of 3 ticks but is reported 2 in the account perf:



Here are trade markers for the first two trades:

[NinjaTrader_Jason]

Hello cunparis,

The MAE is calculated as 'worst price trade reached - entry price'. I am not sure why trade #1 and #2 display a different MAE value. The entry price is the same and the worst reached trade price should be the same as well since both trades close at the same time.

Can you please disconnect from all data feeds in NinjaTrader and go to Control Center-->Tools-->Options-->Data-tab and click Repair DB. Subsequently generate a new report and check if the MAE values are the same.

I have difficulty comparing the numbers within the chart, since it does not reflect any values in the screenshot. Could you perhaps send another screenshot that displays the Y and X axis and where 'Plot executions' is set to TextAndMarker.

[cunparis]

I didn't think you needed the prices, you can just count the ticks from the entry.

I repaired the DB and I get the same results.

Another thing that's incorrect is if I check "group trades by ATM strategy" then the MAE there is different too.

[NinjaTrader_Jason]

Hello cunparis,

Can you please send me your database so I can test it on my end. You can find your database at (My) Documents-->NinjaTrader 7-->db-->NinjaTrader.sdf.

Please send it via www.filexpressit.com. Put 'Attn Jason' in the subject header and include a link to this forum thread.

[LeeTo]

Hi
Same here I mentioned it today

Also MFE in points isnt visible for E6 future contracts

[NinjaTrader_Jason]

Hello LeeTo,

Can you please send me your database. You can find it at (My) Documents-->NinjaTrader 7-->db-->NinjaTrader.sdf.

You can send me the database file using the www.filexpressit.com website. Please put 'Attn Jason' in the subject header of the email and include a link to this forum thread.

Unfortunately the MFE does not reflect values since likely the MFE values are less than 0.005 points and so they are rounded to 0.00.

[cunparis]

Why does the euro not show in points? This has been broken for many months now.

[NinjaTrader_Jason]

Hello cunparis,

Unfortunately this is a current limitation in NinjaTrader 7. Points will only reflect 2 decimals.

[LeeTo]

hi Jason
I don't have your email address.
www.filexpressit.com doesn't have subject field.

limitation for two decimal is wrong. This isnt only market which have sub two decimal ticks. You should correct this as it make ninja performance tab useless for those markets
.

[NinjaTrader_Jason]

Hello LeeTo,

You can send it to support[at]ninjatrader[dot]com. Please include all information in the 'Message' section.

I have forwarded your request to have it fixed to my superiors. They will insert the request in our tracking system and it will receive an ID number.

Once I received the ID number from my superiors, I will post it on the forum. That way you can track the status of the feature request.