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max time to recover a negative number

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    max time to recover a negative number

    I apologize if there is an obvious answer to this but when I am testing a strategy in the wizard, every once in a while (depending on the strat) I will get a MTR number that is negative, like:

    -4.17 days

    Taken at face value, would this indicate that there are NO days required to set a new equity high? In other words, every day it makes more and more?

    Or is it saying that the max time to recover is so long that it's expressing it as a negative for some reason...

    #2
    Hello mbondy,

    The Maximum Time to Recover shown in the Strategy Analyzer results is not well documented and is the maximum time to recover from a drawdown and reach a new equity height.

    I will need to further research this and understand what a negative value means here.

    I appreciate your patience.
    Chelsea B.NinjaTrader Customer Service

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      #3
      Great, thanks for the reply. Looking forward to finding out what it means!

      Comment


        #4
        Hello mbondy,

        Our development has let me know this is unexpected behavior.

        We'd like to take a look at your database file to look for mismatched trades.

        Please send an email to platformsupport [at] ninjatrader [dot] com. In the email please include a link to this forum thread.
        Chelsea B.NinjaTrader Customer Service

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