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NinjaTrader
Current trade's MFE and MAE in SuperDOM
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Hi gemify, thanks for posting.
MAE and MFE are calculated after a trade is complete. To calculate this during a trade you must start recording the highest/lowest price after the execution price is captured within OnExecutionUpdate
If you want to keep your strategy running OnBarUpdate, you can track the variables in OnMarketData to track price data since the execution happens.
Kind regards,
-ChrisLChris L.NinjaTrader Customer Service
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