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11-25-2010, 03:23 AM
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#1 |
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Member
Join Date: Oct 2010
Posts: 60
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Entry Efficiency calculations are errenous
Dear NinjaTrader,
I think that something is wrong with the Entry Efficiency calculations (maybe also with the other efficiency calculations). See attached 3 pictures. Based upon them, the particular trade should have 100% entry efficiency IMO. Could you please check the NinjaTrader algorithm of these efficiency calculations and tell me why the particular trade attached by me is not 100%? As you can see it is a sell trade (it doesn’t matter it is a loser), and the Open price is equal to the High price. Therefore the efficiency should be equal to 1.Just a reminder: For Long Trades Entry_Efficiency = (Highest_Price - Entry_Price)/(Highest_Price - Lowest_Price). For Short Trades Entry_Efficiency = (Entry_Price - Lowest_Price)/(Highest_Price - Lowest_Price). Best regards, Arpad |
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11-25-2010, 03:36 AM
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,404
Thanks: 252
Thanked 974 times in 957 posts
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Arpad, all the bars in the duration of the trade would count, not only the individual candle - please take a look here for the calculation formulas used - http://www.ninjatrader.com/support/h...ncy_graphs.htm
Bertrand
NinjaTrader Customer Service |
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