Mae ?

[gg80108]

Trying to understand what MAE is measuring,, this trade looked like it had adverse excursion, but the stats say Zero???:confused:

[NinjaTrader_Chip]

Hello

From the screenshot it is difficult to conclude what took place with respect to the calculation of MFE. Instead of posting new threads for this issue, please respond back to a single thread; for example – please respond back to this thread http://www.ninjatrader.com/support/forum/showthread.php?t=34865

This will hopefully prevent unnecessary fragmentation of these instances.

For this MFE issue you experience, please send an email to support AT ninjatrader DOT com so that we can further investigate the detail of these occurrences.

Thank you,

[gg80108]

The issue u cited on MFE I consider closed since, a reasonable explanation was given.. U saying u want open and closed issues mixed??? NT is trying to work around a poor tracking system, since this seems like a good way for the open issues to go into the black hole..Kinda looks like the two issues are jumbled together already..
Since I don't really know what happens behind the curtain there:

The MAE issue is the one open
What info u want me to sent to support that I have not already given above.. Just send the link to this or what????

[NinjaTrader_Kyle]

gg80108,

We just received your email and will follow up with you there.

[gg80108]

Found something out, I think,, wanted to send u a whole file like one can save from the Strategy Analyzer also, so u would have charts and the whole ball of wax.
I ran the Strategy Analyzer(backtest) and the MAE looked right in the SA,,, went back to the performance report, and now it is also correct.. Think the Performance Report is suspect.. Wish I had taken a picture of the whole performance report, before running the SA, was many 0s in the MAE original performance report, not just the example I attached to the original issue.

Don

[NinjaTrader_Kyle]

Hi Don,

Thanks for the additional information - this is an interesting find.

Are you able to cause this behavior to occur again? If so, can you give me an idea of the steps you're taking?