Entry/exit efficiency division by zero?

[llstelle]

If I understand correctly, the strategy analyzer doesn't backtest on bid/ask data - so it's possible to have trades where:

exit price = maximum price seen = minimum price seen = entry price

(For example, you enter and exit a trade instantaneously.) Since the denominator is zero, the efficiency ratio should be indeterminate. What will be the entry efficiency and exit efficiency plotted on the distribution graph in this situations? Does the analyzer assume these values to be 0% or 100%?

Thanks!

[NinjaTrader_Bertrand]

Hi llstelle, I would assume those to be reported at 100% since the available bar range (if you can call it that) would be taken by the trade mathematically.

[llstelle]

Okay, thanks!

[koganam]

If I understand correctly, the strategy analyzer doesn't backtest on bid/ask data - so it's possible to have trades where:

exit price = maximum price seen = minimum price seen = entry price

(For example, you enter and exit a trade instantaneously.) Since the denominator is zero, the efficiency ratio should be indeterminate. What will be the entry efficiency and exit efficiency plotted on the distribution graph in this situations? Does the analyzer assume these values to be 0% or 100%?

Thanks!

Where are you calculating the efficiency ratio? Regardless, it will be indeterminate, as always is division by zero. You have to programmatically take care of the overflow situation.