MFE calculation bug

atata

Junior Member

Join Date: Sep 2009

Posts: 214
#1

MFE calculation bug

09-15-2016, 08:34 AM

Hi there,

I've bought 3 CL contracts not the same time but pretty close. I've sold 2 in the run up and the last one was stopped out over 10 minutes later. The MFE on the first 2 contract were 290 and that would've been the correct value for the last contract as well as you can see on the attached screenshot that is not the case.

Hope this helps,

atata
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NinjaTrader_Matthew

NinjaTrader Product Management

Join Date: Apr 2010

Posts: 6960
#2

09-15-2016, 10:18 AM

Can you please email us your database? We will need to debug those executions to understand how the maximum price was seen was stored.

The Database file is stored in Documents\NinjaTrader 8\db\NinjaTrader.sdf

Please include this in a .zip to platformsupport[at]ninjatrader[dot]com to the ATTN: Matthew

MatthewNinjaTrader Product Management
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atata

Junior Member

Join Date: Sep 2009

Posts: 214
#3

09-16-2016, 02:33 PM

done and done
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