An ATM Entry with 3 Contracts at same price.
Price moves in my favour - Target1 hit
Price reverses
Stop hit -
MFE
Contracts 1 and 2 - $426.71 each
Contract 3 - $170.60
The MFE for each contract was Entry 11411.0 to MFE 11396.0 = 30 ticks
I do not understand why the MFE for the third contract is different to that of the first 2 Contracts?
I would be grateful for an explanation of the different calculation.
(I posted a similar experience recently - the final contract showing a different (lower) MFE. In that case I was advised I needed to reset my Database, which I did. However there is no way of knowing if that was the cause and if doing so fixed it. It does not seem likely that this apparent repetition is again a database 'corruption')
Kind regards
Bruce
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