Strategy Analyzer MAE results are wrong

[tgn55]

I have tested my strategy on both platforms, and NT8 definitely reports (sometimes) quite bogus values of MAE. I've attached two screen shots.

I know some differences in trades reported are due to session templates etc... not the issue here.

What is the real concern, is my strategy has a 30 tick stop loss... on NT7, all my MAEs are (correctly) limited to $300 or less. Exact same code run on NT8, starts out with MAE more or less right... and then... it goes BADLY wrong... $1,250...and $1,210.. What ???

I have manually checked some of these... ie checked every minute between entry and exit ... and adverse extension NEVER went more than about 25 ticks in one case...

I have several instances of this... my pics show just a few trades.

I've run same test of two different PCs... same result.

Using the 8.0.1 release... the problem was also there in the RC1&2 versions.

[NinjaTrader_PaulH]

Hello tgn55,

Thanks for your post.

Please provide your strategy or a sample of the strategy that will demonstrate the excessive MAE on backtesting of GC 12-16. Also, please provide the strategy analyzer settings so we can replicate the observations here.

If you would prefer, feel free to write into PlatformSupport[at]NinjaTrader[dot]com. In the subject line please put: Atten:Paul and a link to this thread.