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what is MTR?
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what is MTR?
Documentation doesn't say what it is. MTR is column in strategy analyzer before MFE and MAE.Tags: None
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I am asking because I have a strategy that I backtested and MTR is around 400 days but revising the trades taken, it seems incorrect.
the worse drawdown I took was regained in matters of days not hundreds of days
Is there an explanation for this ?
thats why I asked how MTR is calculated so I can try to see if there is an error somewhere.
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Originally posted by NinjaTrader_Brett View PostHello,
Can we take a look at your trade equity graph.
To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.
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I'd be interested in an answer to this too. I attach two jpeg files, "summary.jpg" and "graphs comulative profit.jpg", and a csv "NinjaTrader Daily report...csv".
As far as I can tell, the largest MTR is 19 days, and the total of all MTR figures in the column is 594.
I cannot reconcile the figure given in the summary of 665 days.
Thanks.
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Hello James Beale,
Thank you for your post.
May we review your database on our end? You can send this to us via the NinjaTrader Control Center > Help > Mail To Support > ensure the database option is enabled before sending and list the thread in your subject of the note: http://www.ninjatrader.com/support/f...ad.php?t=36333
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Could you advise me what the database file includes? I don't want to be in breach of any commercial confidentialities.
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Hi, and thanks for the reply.
I've had correspondence with another party who informs me that their research shows that the MTR "definition is wrong and/or the method of calculation." They go on to say, "On the NinjaTrader support site, you will find some old threads about the issue." This is born out by the old messages on here!
So, as I'm unconfortable sending over data I can't check out first, I think I'll just live with the fact that the MTR is "wrong"!
Thanks.
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