MAE is always zero with Velocity

[cunparis]

My MAE is always zero with Velocity. It works for zenfire and sim. I thought it wasn't supported with velocity but I saw another trader's stats and MAE worked for him (with Velocity).

Any ideas?

[NinjaTrader_Jason]

Hello cunparis,

MAE is calculated as 'worst price reached - entry price'. Could it be no worse price was reached?

I am not aware that it does not work for Velocity. What information source informed you that MAE is not supported with Velocity?

What NinjaTrader version do you have installed? You can check this at Control Center-->Help-->About.

Could it be you connect to multiple data feeds in NinjaTrader? If so, please connect only to TT (Velocity) and check if MAE values are reflected.

[cunparis]

if my MAE was always zero for 100+ trades then I'm be a millionaire.

I am connected to several feeds, is that why? Why can't ninja calculate the MAE properly? It's not that difficult.

[NinjaTrader_Jason]

I see, thank you for clarifying.

Yes, if you are connected to a different data first, the MAE will report zero. You will need to connect to the connection that is used to trade, first.

Do you see MAE values once connected to TT first?

[cunparis]

I connect to IQFeed first so that I can get more accurate bid/ask data.

I guess I have to live without MAE.

[cunparis]

PS: Would be nice if ninja could fix this, or calculate it afterwards.

[NinjaTrader_Jason]

Your suggestion to have the MAE calculated afterwards or have it calculated when connected to a different feed has been inserted in our tracking system for possible future enhancements. It has been assigned to ID# 1170.

Thank you for your feedback.

[dpicon]

I just spoke to the support team and it seems this issue hasn't been fixed yet. (I'm using Kintetick+IB)

It's been a whole year, and since you advertise the use of Kinetick data feed, one would think the setup Kinetick+Broker would be quite common.

Any idea when this issue will be fixed or a workaround?

Kind regards,
David.

[NinjaTrader_Bertrand]

Hi David, following up here on our conversion via support this morning - this item is still actively tracked as enhancement suggestion for your next major NT update, I've made sure to add your feedback into our tracking as well - thanks much for that.