MAE Calculation

[neshnix89]

Hi,

I realized that the AVG MAE is calculated in the strategy performance statistic for all trades which includes winning trade and losing trade. Is the a way or formula for me to:

1) Calculate the AVG MAE only for the winning trade?
2) Get the MAX MAE and MIN MAE for the winning trade only?

Appreciate the feedback.

Regards.

[NinjaTrader_Kate]

Hello neshnix89,

Thank you for your post.

There would not be a built in way of retrieving this statistic for only winning trades, no.

You could theoretically create your own performance metric to track this, however.

https://ninjatrader.com/support/helpGuides/nt8/performance_metrics.htm

An example of a custom performance metric is included with NinjaTrader, however it's quite simplistic. This prior thread may be helpful: https://ninjatrader.com/support/foru...ormance-metric

Please let us know if we may be of further assistance to you.