Strategy Analyzer - Trade Tab - MAE / MFE

[GrumpyTrader]

I assume the columns for "Avg MAE" and "Avg MFE" in the Trades tab of the Strategy Analyzer are actually just the MAE/MFE ? If so, they should probably just be labelled MAE / MFE.

[sledge]

I compared nt7 to nt8 in some posts down. It's really all messed up. They can never reproduce anything.

http://ninjatrader.com/support/forum/showthread.php?t=77933&highlight=mae

[NinjaTrader_PatrickH]

GrumpyTrader,

Thank you for your post.

This values should be the average MAE and MFE. Are you seeing the contrary?

[GrumpyTrader]

Hi Patrick,
I don't mean to be difficult, but for a given trade there is the "Maximum Adverse Excursion" and the "Maximum Favorable Excursion". There is no average anything. I'm not sure why it is labeled as such. I can understand if you were calculating these numbers for the strategy as a whole (like the summary page) and averaging each individual MAE/MFE to come up with an average for the strategy, but that isn't the case when looking at the trade detail report. Additionally I have found some discrepancy with these numbers but I haven't been able to narrow it down as of yet. When I do I will provide a reproducible example.

[NinjaTrader_ZacharyG]

Hello GrumpyTrader,

Thank you for your patience.

I've spoken to product management and those columns should just be labelled MAE/MFE/ETD.

This will be corrected.

Please, let us know if we may be of further assistance.