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View Full Version : Using MFE & MAE in a stragetgy???


dendy
11-08-2007, 09:56 AM
Hello,

I would like to use Ninja Script to call the Maximum level of profit attained during the current trade and compare it to a number of ticks. If the condition is true I would like the strategy to do something. I found a script in NT 6.5 beta to call the aveage MFE but not one to call the MFE for this trade. Is there a way to call the MFE for the trade in progress?

if (Performance.RealtimeTrades.TradesPerformance.Curr ency.AvgMfe > 20)

If there is no way to call this kind of function directly, then is there another way to do the same? That is to determine the maximum level of profit attained during the current trade.

Thanks for your attention,

dendy.

NinjaTrader_Ray
11-08-2007, 10:12 AM
Unfortunately it is not possble to access any MAE/MFE data on a per trade basis. You can only access this the average MAE/MFE on a collection of trades.

Will add the request to our list though.

dendy
11-08-2007, 10:42 AM
Thanks for the reply Ray,

Is it possible to access the current profit in ticks for the trade in progress?

Thanks,

dendy.

NinjaTrader_Ray
11-08-2007, 10:47 AM
See

http://www.ninjatrader-support.com/HelpGuideV6/GetProfitLoss.html

then divide by TickSize.