Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

How does NinjaTrader Calculate MAE and MFE?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    How does NinjaTrader Calculate MAE and MFE?

    How does NinjaTrader calculate MAE and MFE in the performance reports? Particularly, in the backtester

    Does it calculate the MFE/MAE in a bar after the trade is exited? or are all calculations done once trade is exited. In other words after the exit will it still look for a MFE until the bar it is in is finished or does it log the highest point of the trade at exit. I ask because often I will enter an order with a hard stop and at a certain move in my favor it will move the stop to 1+ BE. Often when I look at backtester reports it will show the MFE went above my price for moving the stop to 1 +BE but then shows I was stopped out where my original hardstop was placed. This is not a problem as I understand the issues with backtesting. But it would be helpful to understand the logic NinjaTrader uses so I can interpret the results.

    Thanks

    #2
    For the equations used please bring up your Help Guide (press F1 in NinjaTrader) and search for the articles: "Average MAE" and "Average MFE".
    Josh P.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by DannyP96, 05-18-2026, 02:38 PM
    1 response
    27 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by CarlTrading, 05-11-2026, 05:56 AM
    0 responses
    117 views
    0 likes
    Last Post CarlTrading  
    Started by CarlTrading, 05-10-2026, 08:12 PM
    0 responses
    69 views
    0 likes
    Last Post CarlTrading  
    Started by Hwop38, 05-04-2026, 07:02 PM
    0 responses
    226 views
    0 likes
    Last Post Hwop38
    by Hwop38
     
    Started by CaptainJack, 04-24-2026, 11:07 PM
    0 responses
    415 views
    0 likes
    Last Post CaptainJack  
    Working...
    X