MFE in "Trades" Tab,.... Error?

[domenech]

Hello,
I want to clarify if the serious problem that I detected is mine or it is a Ninja limitation.
I'm backtesting a strategy that is openning 2 contracts each time and I have a target for one of them and the other will remain open with a trail stop,.... at the end, the MFE that appears in the "Trades" tab is the same for both contracts and at same time it is the distance between the first contract to the second one, so, cannot be considered.

Suppose this example:
Open Long 2 contracts at quote 100 - (1 point = 1 tick)
Contract 1 = Target 4 ticks,
Contract 2 = trail 4 ticks
target goes to 108 and at close of the bar is at 105. Contract 1 closed, profit 5 ticks , at this moment the REAL mfe is 4 ticks
second contract achive 208 and at the close of the bar is at 198, it is cosed, and the REAL mfe for this contract is 10 ticks.
BUT in the "trades" tab MFE for both trades are 100 ticks the distance between the exit of the first contract and the maximum price of the second one.

I tried to execute the contracts one by one that is executing
EnterLong(1, "")
EnterLong(1, "")

instead EnterLong(2, "")
but the strategy only execute one contract not the second one.

Any comment? any idea?

Thanks in advance
Joan

[NinjaTrader_JC]

Hello Joan,

Let me do some testing and I will get back with you on the MFE.

As for only 1 Contract being traded, do you have your Strategy Parameters set to only submit 1 order?

Happy to be of further assistance.

[domenech]

Mfe.....

Hello,
I developped few strategies,... the strategies running 1 contract only are ok, MFe in calculated right, with mixed strategies is not clear, so, to clarify it I developped an strategy that allways start with 2 contracts and the exit is in fuction of different parameters,... so, when exit contracts is not at same time, MFE is not correctly calculated. (I think)

Hope this help to clarify.
Regards. Joan

[NinjaTrader_JC]

Hello Joan,

Thanks for your clarification. We are looking into this and will get back with you once we have some more information after some testing.

[NinjaTrader_JC]

Hello Joan,

Thanks for your patience.

This is a limitation of NinjaTrader 7 as NinjaTrader will group orders that are submitted at the same time.

I have forwarded to our Development team to be considered for changed in our next major release of NinjaTrader.

Let us know if we can be of further assistance.

[domenech]

Thanks for your answer,..
Really a pity,... assuming that isn't easy,....there is any expectation about dates?
Regards

Domenech

[NinjaTrader_JC]

Hello Domenech,

We do not have a date on when/if this will be changed and at this time we do not have a release of our next major release of NinjaTrader other than it will be this year.