max time to recover a negative number

[mbondy]

I apologize if there is an obvious answer to this but when I am testing a strategy in the wizard, every once in a while (depending on the strat) I will get a MTR number that is negative, like:

-4.17 days

Taken at face value, would this indicate that there are NO days required to set a new equity high? In other words, every day it makes more and more?

Or is it saying that the max time to recover is so long that it's expressing it as a negative for some reason...

[NinjaTrader_ChelseaB]

Hello mbondy,

The Maximum Time to Recover shown in the Strategy Analyzer results is not well documented and is the maximum time to recover from a drawdown and reach a new equity height.

I will need to further research this and understand what a negative value means here.

I appreciate your patience.

[mbondy]

Great, thanks for the reply. Looking forward to finding out what it means!

[NinjaTrader_ChelseaB]

Hello mbondy,

Our development has let me know this is unexpected behavior.

We'd like to take a look at your database file to look for mismatched trades.

Please send an email to platformsupport [at] ninjatrader [dot] com. In the email please include a link to this forum thread.

[nicothebarbarian]

Hello guys, hope everything is well, any news about this? I have a negative number in max time to recover too

[NinjaTrader_ChrisL]

Hi nico, Are you getting this on NinjaTrader version 8.1.1.5 or 8.0.28? This thread is 6 years old and in the context of NinjaTrader 7. If you are able to reproduce this in NinjaTrader 8, please provide a reduced test script and the steps/settings needed to reproduce.

[primedoutp]

Following up here to see if there were any developments / new documentation around this.

I am getting a negative number on a strategy if I change the initialization (in onbarupdate) of a breakout point from High/Low[0] to double.Min/MaxValue respectively