Bug Report with Strategy Analyzer . . .

[ATMtrader0001]

I don't know if it is just my setup or everyone is seeing this.

When I run Strategy Analyzer for any timeframe the # of Trades is reported at 15 (three per day).

However when I look at Avg # of trades per day shows as 4.35.

Now with my setup it made 9 Long Trades and 6 Short trades These numbers also show incorrectly as
2.61 trades per day for Long and 2.17 trades per day for Short. When 9 divided by 5 is 1.8 and 6 divided
by 5 is 1.2.

I would expect to see for the row Avg. # of trades per day to look like this:

Avg. # of trades per day | 3 | 1.8 | 1.2

Given the input of the row:
Total # of trades | 15 | 9 | 6

Can this be corrected?

Thanks.

[Zigfried]

Look at the following page to see how this is calculated:

https://ninjatrader.com/support/helpGuides/nt8/statistics_definitions.htm

There is a constant of 252 trading days per year that is thrown into the calculation.

[NinjaTrader_ChrisL]

Hi ATMtrader0001, thanks for your post.

It looks like the question is resolved by ZigFried, if your calculations are not matching up with the "Average # of trades per day" formula I will be happy to test a sample script that reproduces the problem.

[ATMtrader0001]

That would be a great way to deterine that IF I was able to run a scenario for a full year. However my code limits the number of trades to 3 per day.
For the software to report that the Avg # of trades per day at 145% of 3 (for 5 days) of what was actually traded is not a helpful statistic and is misleading.

That calculation/equation (SUM(ofalltrades)/(# of days between the date of the first trade and the date of the last trade) * 252 / 365) does not work if I were to make
1 trade per day:

Lets look at the second half of the equation.
252/365 = .69041095
If I were to make 1 trade every trading day that puts me at 252 (the number of trading days) and I would expect the number to be 1 trades. Then if I divide 252 / 252 * .69041095 I would get .6904
trades per day which under reports by 30%.