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MAE/MFE in percentage terms

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    MAE/MFE in percentage terms

    Dear all,

    I am trying to generate MAE/MFE graphs in percentage terms for both the resulting P&L and the excursion, using the strategy analyzer.

    In NT 7.0.1000.10, it appears that regardless of the analysis mode selected (currency/percent/points), the MAE/MFE graphs have the excursion (abscissa, x axis) expressed in currency terms only. This somewhat limits the value of those graphs.

    Is that a known limitation or am I doing anything wrong?

    Thanks!
    Lct

    #2
    Hello Lector,
    It shouldnt be the case. If you upgrade to the latest version (7.0.1000.11) then are you able to get the correct values.

    You can download the latest version from here
    http://www.ninjatrader.com/download-registration.php
    (If you are an IB user then also you can safely download the new version as we have removed our advisory)

    If you try backtesting the SampleMACrossover strategy then are you able to get the same scenario.

    Also can you please upload a screenshot demonstrating the exact scenario you are facing.

    I look forward to assisting you further.
    JoydeepNinjaTrader Customer Service

    Comment


      #3
      Dear Joydeep,

      Thanks for your quick answer.
      Unfortunately, same thing after upgrading to .11.
      I attached a screenshot which illustrates the problem. The MAE is in dollar terms, while it would be very convenient to also have it in percentage terms.

      Lct
      Attached Files

      Comment


        #4
        Hello Lector,
        Thanks for the clarification. Unfortunately it will be in $ terms only.

        I will however forward your request to development for future consideration.
        JoydeepNinjaTrader Customer Service

        Comment

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