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Understanding some metrics

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    Understanding some metrics

    Hello NT8 support.
    Are these metrics takes count the size of the trade? It matters if the trade is 1c or more? Or is 1 on 1 with the market price move?
    Maximum Adverse Excursion
    Maximum Favorable Excursion
    End Trade Drawdown
    Not the Average of them​

    #2
    Hello PopovDS,

    If you are referring to SystemPerformance TradeCollection TradePerformanceValues

    SystemPerformance.AllTrades.TradesPerformance.Curr ency.AverageMae
    SystemPerformance.AllTrades.TradesPerformance.Curr ency.AverageMfe
    SystemPerformance.AllTrades.TradesPerformance.Curr ency.Drawdown

    These are updated when the SystemPerformance collection updates when a trade closes and updates OnPositionUpdate().
    Chelsea B.NinjaTrader Customer Service

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      #3
      Hello ChelseaB.
      I am asking about the MAE, MFE, ETD on the Trade Performance analysis. Trades, Percentage as the screenshot..
      Attached Files

      Comment


        #4
        Hello PopovDS,

        Just a heads up, you are posting in the NinjaTrader Desktop > Strategy Development​ section the forums.

        This appears to be an inquiry about the Trade Performance window and not an inquiry about programming NinjaScript strategies in C#.

        Moving forward please post inquiries about the platform that are not related to NinjaScript development in the NinjaTrader Desktop > Platform Technical Support​ section of the forums.


        I have moved this post to the Platform Technical Support section of the forums.

        The Trade Performance window is also updated when trades are closed.
        Chelsea B.NinjaTrader Customer Service

        Comment

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