How is TradesPerDay calculated?

[Pagey]

Dear Sirs,

Using NT 64-bit 7.0.1000.7, I've been getting curious results when assessing
Performance.AllTrades.TradesPerformance.TradesPerD ay

Can you please clarify how it is defined/calculated?

However it is defined, its value does not seem to agree with the "# of Trades per Day" which appears in a backtest/optimization summary, the differences are especially pronounced when there are quite a few trades, or that they occur on quite a few days, out of the total number of days in the back test

Are the number of days used for calculation in either one the calander days, the trading days, the number of days occuring in the data, or the number of days on which trades took place?

Thanks dearly in advance,

Michael

[NinjaTrader_AdamP]

Pagey,

We are currently looking into this.

We will update you as soon as we are able.

[NinjaTrader_Brett]

Hello,

Thanks for your patience.

This was a bug and will be resolved in the next release of NinjaTrader. However I do not know when this release will be published at this time.

Let me know if I can be of further assistance and Thank You for reporting.

[ours_solaire]

I know this is an ancient thread, but the original question remained unanswered, so could someone please clarify exactly HOW the TradesPerDay value is calculated in NT8?

Are the number of days used for calculation in either one the calander days, the trading days, the number of days occuring in the data, or the number of days on which trades took place?

I am trying to get a value for TradesPerYear, so I need to know by what factor I need to multiply TradesPerDay (Calendar days or trading days).

[NinjaTrader_Brett]

Hello,

Thanks for your patience.

TradesPerDay = TradesCount / (totalDays * 252 / 365);

Where TradesCount is the number of matched executions to result in a trade and total days is the number of days between your first execution and your last.