Incorrect MAE & MFE on NT8 (latest version)

[cryfgg]

Per the image below, the MAE and MFE calculation is wrong. Any suggestion regarding how to fix this?

[NinjaTrader_Manfred]

Hello cryfgg,

Thank you very much for your post.

The MAE and MFE are not calculated based on historical values but recorded live during the trade itself. To quote our HelpGuide below ( https://ninjatrader.com/support/helpGuides/nt8/index.html?statistics_definitions.htm )

"For real-time trades, the maximum and minimum price seen is recorded live during the duration of the trade and stored per entry/exit execution. This value includes bid/ask prices which may not be reflected on the chart. If there are time periods where you are not receiving real-time price updates, those prices within that period cannot be used."

Should this not answer your question; Could you let me know what values you were expecting? I can then best assist you further.

Thank you in advance, I look forward to your reply!

[cryfgg]

Hello cryfgg,

Thank you very much for your post.

The MAE and MFE are not calculated based on historical values but recorded live during the trade itself. To quote our HelpGuide below ( https://ninjatrader.com/support/help...m#Understandin gAverageMae )

"For real-time trades, the maximum and minimum price seen is recorded live during the duration of the trade and stored per entry/exit execution. This value includes bid/ask prices which may not be reflected on the chart. If there are time periods where you are not receiving real-time price updates, those prices within that period cannot be used."

Should this not answer your question; Could you let me know what values you were expecting? I can then best assist you further.

Thank you in advance, I look forward to your reply!

I have been using NT8 calculated MAE & MFE but lately (after reinstalling NT8) the calculation is completely wrong. If you look at the pic i sent (above) you will notice that the MFE and MAE is the same (MAE = MFE) for every trade placed. The probability of that happening is 0% (i.e. it is impossible). Why is this happening?

[NinjaTrader_Manfred]

Hello cryfgg

Thank you very much for your reply.

Was the platform connected/online while these trades occurred? As these values are recorded live, they would not be recorded unless the platform received bid/ask data while the positions were open.

Thank you in advance, I look forward to your reply!

[cryfgg]

Hello cryfgg

Thank you very much for your reply.

Was the platform connected/online while these trades occurred? As these values are recorded live, they would not be recorded unless the platform received bid/ask data while the positions were open.

Thank you in advance, I look forward to your reply!

These are actually live trades. You can see them on your end too in my account.

[NinjaTrader_Manfred]

Hello cryfgg,

Thank you very much for your reply.

I was able to recreate this issue when using the Demo/Live account. As this does not occur when using the Sim101 account I suspect this might be connected to the 1-hour discrepancy reported in your other post.

We are currently investigating this and will follow up as soon as we have further information.

Thank you in advance for bringing this to our attention!

[NinjaTrader_Zachary]

Hello cryfgg,

Thank you for your patience.

Our developers are currently aware of this limitation with regard to MFE and MAE, and are working to have this correctly information recorded and displayed in a future release of NinjaTrader. The internal request number for this is NT-2641.

Please let us know if we may assist you any further in the interim.

[RShakes]

Good morning, is there an update on the status of NT-2641?

[NinjaTrader_Zachary]

hello RShakes,

Thank you for your post.

Unfortunately, I do not have any additional updates at this time. When/if any changes with regard to this item are implemented, you will be able to see those changes logged on our Release Notes at the link below:

Release Notes

Please let us know if we may assist any further in the future.

[flipa4]

Hi all,

do you have any updates about this issue with the MAE and MFE wrong data?
I'm having the same issue on my NT8 8.1.3.0 version.

I get the same values on both when this is clearly wrong (and impossible).





Regards