stoploss and MAE in backtest

[ceesvh]

I have made a simple crossover system and was looking at the trades. I saw that a few trades had a MAE that was much bigger than the stoploss.
The stoploss was 15 ticks on the ER2 and the MAE was 47 ticks. I checked the trade on the chart and the MAE should have been 6 ticks.
The profit was correctly calculated as I was stopped out at 15 ticks.
I have seen the same in other strategies.

[NinjaTrader_Dierk]

Can you reproduce? Is this realtime or backtested or both?

[ceesvh]

I observed it only optimizing or backtesting.
I optimised another strategy with the same results.
How do I make a screenshot of the strategy analyzer so i can show you

[NinjaTrader_Dierk]

Great, I would need:
- your strategy
- a screenshot of the strategy settings as you backtest it
- a screenshot pointing out an execution/trade exposing the problem
- the data you test on: please export the data to a file by Tools->Historical data->Export

Please PM all info to "dierk AT ninjatrader DOT com".

[ceesvh]

I presume that 1 minute bars historical data is adequate?

[NinjaTrader_Dierk]

Correct, provided your backtest runs on a 1 min series.

[ceesvh]

Backtest runs on 5 min

[NinjaTrader_Dierk]

Right, then 1 min series it the series to export.

[NinjaTrader_Dierk]

This is a bug which will be fixed with next update (available within the next 2 weeks). Thanks for bringing this up.