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Trade Performance MFE reporting

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  • NinjaTrader_PatrickG
    replied
    It's not possible to troubleshoot these without more information from your database, log, and trace files. Please send me your database, log, and trace files so that I may look into what occurred.

    You can do this by going to the Control Center-> Help-> Email Support

    Expand 'Other files' and enable 'Database file'.

    Please reference the following ticket number in the body of the email: 2033375 ATTN Patrick G

    Leave a comment:


  • brucerobinson
    started a topic Trade Performance MFE reporting

    Trade Performance MFE reporting


    Hello,
    Please see attached snips.
    I previously enquired as to the reporting of MFE in Trade Performance where the reported value was not what was experienced.
    On that occasion, the explanation was it was due to the ATM Strategy being filled with partial fills and it not being possible for Ninja to identify which sell related to which entry.

    In the attached, we have a very simple 3 order ATM Strategy, all entered at the same price. As can be seen, the first contract was exited by Target hit at 10738.5 and a monetary value of $238.48 reporting same MFE (before commissions). Price subsequently ran to 10746 on the remaining 2 contracts before they were stopped out by hitting Stops at break even. Yet the MFE for these is also reported as $238.48 (whereas it should be in the region of $460, the max forward excursion reached after first contract exited)?

    Kind regards,
    Bruce

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