Hello,
Please see attached snips.
I previously enquired as to the reporting of MFE in Trade Performance where the reported value was not what was experienced.
On that occasion, the explanation was it was due to the ATM Strategy being filled with partial fills and it not being possible for Ninja to identify which sell related to which entry.
In the attached, we have a very simple 3 order ATM Strategy, all entered at the same price. As can be seen, the first contract was exited by Target hit at 10738.5 and a monetary value of $238.48 reporting same MFE (before commissions). Price subsequently ran to 10746 on the remaining 2 contracts before they were stopped out by hitting Stops at break even. Yet the MFE for these is also reported as $238.48 (whereas it should be in the region of $460, the max forward excursion reached after first contract exited)?
Kind regards,
Bruce

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