Entry Efficiency calculations are errenous

[Arpad]

Dear NinjaTrader,

I think that something is wrong with the Entry Efficiency calculations (maybe also with the other efficiency calculations).
See attached 3 pictures. Based upon them, the particular trade should have 100% entry efficiency IMO.

Could you please check the NinjaTrader algorithm of these efficiency calculations and tell me why the particular trade attached by me is not 100%?

As you can see it is a sell trade (it doesn’t matter it is a loser), and the Open price is equal to the High price. Therefore the efficiency should be equal to 1.

Just a reminder:
For Long Trades
Entry_Efficiency = (Highest_Price - Entry_Price)/(Highest_Price - Lowest_Price).

For Short Trades
Entry_Efficiency = (Entry_Price - Lowest_Price)/(Highest_Price - Lowest_Price).



Best regards,
Arpad

[NinjaTrader_Bertrand]

Arpad, all the bars in the duration of the trade would count, not only the individual candle - please take a look here for the calculation formulas used - http://www.ninjatrader.com/support/h...ncy_graphs.htm