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BUG: avg MAE calculation inconsistent in Strategy Analyzer

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    BUG: avg MAE calculation inconsistent in Strategy Analyzer

    anyone else see the decimal places not lining up correctly in Strategy Analyzer Results & Strategy Analyzer Log presentation of MAE?

    Avg MFA and Avg ETD seem fine.

    #2
    Hello uelsimon,

    Thank you for the post.

    It looks like you are comparing the Currency display mode to a pip display mode. Make sure you are comparing the values of Ave MAE while in the same calculation mode (percent, currency, pips, etc)

    Please let me know if this does not resolve your inquiry.
    Chris L.NinjaTrader Customer Service

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      #3
      I'm actually more confused by what seems to be a multiplier x10 on Avg MAE.

      but maybe it is what you say. please let me know whare to make that adjustment on the MAE value (I assume that implies I can change each of the 3?)

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        #4
        Is it always the same across ? Lol

        Comment


          #5
          nah... try it on yours and see if it also happens.

          I mean I'd love to think my entries are that tight.... but..alas the fantasy is ruined when I look in the log below.

          Comment


            #6
            Hello uelsimon,

            Thank you for your patience. The values of average MAE do seem small relative to the MFE ETD values. I will test this further and let you know what I find.

            EDIT:

            I found this to be unexpected. I will report this issue to our product management team for revision.

            Thanks in advance for your patience.
            Last edited by NinjaTrader_ChrisL; 03-06-2019, 02:19 PM.
            Chris L.NinjaTrader Customer Service

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