Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
What is the MFE MAE ETD Column in Strategy Analyzer
Collapse
X
-
-
-
-
Hello footer lines,
Thanks for your post.
MAE returns a value representing the average maximum run-down your trades experience. This information helps you gauge how poorly your entry conditions predict upcoming price movement directions. A low percentage here is desirable since it would imply that the price movement after you enter a position follows the direction of your intended trade.
MFE returns a value representing the average maximum run-up your strategy experiences. This information helps you gauge how well your strategy’s entry conditions predict upcoming price movements. A high percentage here is desirable since it would imply high profitability opportunities.
ETD returns a value that is useful in giving you a measure of how effective your exit conditions capture the price movements after your strategy enters a position. It shows you how much you give back from the best price reached before you exit the trade. A small number here is generally desirable since it would imply highly optimized exit conditions that capture most of the price movement you were after.
See this help guide page for more information about Statistics Definitions: https://ninjatrader.com/support/help...efinitions.htmBrandon H.NinjaTrader Customer Service
- Likes 1
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by geddyisodin, 04-25-2024, 05:20 AM
|
8 responses
61 views
0 likes
|
Last Post Yesterday, 10:45 AM | ||
Started by jxs_xrj, 01-12-2020, 09:49 AM
|
4 responses
3,288 views
1 like
|
Last Post
by jgualdronc
Today, 10:02 AM
|
||
Can someone turn this thinkscript into a ninjascript. 5PM CST OHL and Previous Day
by Option Whisperer
Started by Option Whisperer, Today, 09:55 AM
|
0 responses
5 views
0 likes
|
Last Post Today, 09:55 AM | ||
Started by halgo_boulder, 04-20-2024, 08:44 AM
|
2 responses
22 views
0 likes
|
Last Post Today, 09:41 AM | ||
Started by mishhh, 05-25-2010, 08:54 AM
|
19 responses
6,189 views
0 likes
|
Last Post
by rene69851
Today, 09:29 AM
|
Comment