1 of the strategy performance results is simply just wrong, and reminds me of the reporting back in the BETA days that was supposedly corrected.
Avg MAE/MFE/ETD/%Trade?, are wrong just like previously - because the one strategy spits out a bad chart of the bad computations.
Examine: chart with same trades.
Control Center -> Strategies->right click strategy->Strategy Performance->Real Time
See attached images.
This was reproduced on different machines in NT8061.
I knew something was up when 1 strategy was displaying this type of chart which was very close to all the issues in BETA when I get the < graph.
While the other chart looked more correct and random:
And both strategies have about 95% of the same trades, so it should match except for a few spots, not the entire thing.
Maybe this will fix the Efficiency charts for me also.
Also of note: The trade performance report is wrong also - since it is sourcing the same incorrect values and averaging them together: (correct value #1 + incorrect value #2)/2
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