MAE, MFE and ETD in Trade Collection?

[poseidon_sthlm]

Hello!

I want to program my custom optimizer based on MAE, MFE and ETD. I can see the MAE, MFE and ETD for each single trade in the 'Trades' tab in the strategy analyzer. But where is it stored and how can I access it? (I don't find it in the documentation for the 'Trade' object that is stored in the Trade Collection)

Best Regards,
poseidon_sthlm

[NinjaTrader_ChelseaB]

Hello,

Thank you for your post.

The MFE and MAE can be accessed for all trades through the TradeCollection.TradesPerformance.Currency object.

For example:

Print( Performance.AllTrades.TradesPerformance.Currency.AvgMae+" | "+Performance.AllTrades.TradesPerformance.Currency.AvgMfe ));

This is calculated based on all of the trades and isn't stored on a per trade basis.