Maximum Adverse Excursion (MAE) Arrows

[ahpeak951]

When looking at my trades' Maximum Adverse Excursion (MAE) in Analysis in Strategy Analyzer, I see green and red arrows pointing up and down. I have been trying to figure out what the arrow up and down means, can you please assist?

[ahpeak951]

Still waiting for a reply on this.

[NinjaTrader_LuisH]

Hello ahpeak951,

Thank you for posting on the NinjaTrader Forums.

Is this a custom analysis graph or has this been altered in any way? When I plot my graph I see them as green or red dots, there's no visible way to change them from dots to arrows.

Could you please confirm what version of NinjaTrader you are using? The difference may lie there.


Thank you in advance.

[ahpeak951]

Hi Luis and thank you for your reply.

I am using the latest version of NT8. Also this is not a custom analysis graph and this has not been altered in any way.

After running a back test you need to go to the Analysis tab under "Display" and for "Period" choose Trades and for "Graph" choose Avg.MFE

This results in the plot showing green and red arrows pointed up or down. I am trying to understand what it means when the arrow is pointing up and vice versa.

I have attached another example for a completely different strategy where all arrows are pointing up. I ask you to please take both snips into consideration as the first snip shows arrows pointing down and up and the second snip shows arrows pointing up only.

Thank you.

[ahpeak951]

Dear Luis,

To address this and help other people looking into it, kindly note that arrows pointing up are long only trades and arrows pointed down are short only trades.

[NinjaTrader_LuisH]

ahpeak951 ,

Confirmed - arrows pointing up are meant to indicate long trades while arrows pointing down indicate short trades. I'm assuming you've already done this but you can filter whether long or short from the strategy analyzer and you'll see all trades follow that set criteria.



Please let us know if there's anything else we can assist with.