Very odd behaviour

[forallatlantis]

Hi there

I test a strategy in NT8 that I bought (not made by me) on sim account and on ES I can see odd results on MFE, MAE and Profit columns. Should't I see only multiples of 12.5$ there? How can be MFE = 9.38$?
The strategy has a TP that I set to 1. How can the strategy close an order with an intermediate value of 9.38$ and not at the lowest value of 12.5$?

I'd like to mention that I use only one contract at a time, so it could not be an average for multiple contracts at different prices.

Best regards

[sledge]

Nt7 doesn't appear to do this. I'm showing multiple of $25 on ES in live with 2 contracts.

[forallatlantis]

Nt7 doesn't appear to do this. I'm showing multiple of $25 on ES in live with 2 contracts.

I forgot to mention, but I changed now ... I'm talking about NT8 ... I put the questio in NT8 section

[sledge]

Oh, I realize that.

But it just proves your point that it really does look wrong adding in the commission.

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

I wanted to check, do you also get similar MAE results when running other scripts such as the SampleMACrossOver?

Also, can you tell me, what version of the platform are you currently using, you can locate the specific version in the Help -> About menu. It will be 8.x.x.x

We had a new release today to 8.0.8.0, if you could update to the newest version and re run the test on both the Custom strategy and the SampleMACrossOver to see if they get similar results that would be helpful.

I look forward to being of further assistance.

[forallatlantis]

Hello,

Thank you for the post.

I wanted to check, do you also get similar MAE results when running other scripts such as the SampleMACrossOver?

Also, can you tell me, what version of the platform are you currently using, you can locate the specific version in the Help -> About menu. It will be 8.x.x.x

We had a new release today to 8.0.8.0, if you could update to the newest version and re run the test on both the Custom strategy and the SampleMACrossOver to see if they get similar results that would be helpful.

I look forward to being of further assistance.

The results include only multiples of the tick size.

But how can be explained the issue that I found? How can NT8 display in MAE and MFE columns values different than a multiple of tick size? Or a strategy can tell NT to display whatever it wants?

[NinjaTrader_AlanP]

Hello forallatlantis,

I am not seeing the MAE column adjusted for commision on my end, as it appears your figures are.

Could you please upgrade to the most recent version of NT8 and retest again with the SampleMACross?

Most Recent Version NT8 Current Release.

http://ninjatrader.com/bin/BVD

I look forward to your reply.

[forallatlantis]

Hello forallatlantis,

I am not seeing the MAE column adjusted for commision on my end, as it appears your figures are.

Could you please upgrade to the most recent version of NT8 and retest again with the SampleMACross?

Most Recent Version NT8 Current Release.

http://ninjatrader.com/bin/BVD

I look forward to your reply.

HI there Alan

As I told you SampleMACross is returning right results and I'm using the last version of NT8, but the strategy that I test (other then SampleMACross) was showing those odd results that you can see in the image and my question was how can NT8 or a strategy close a position and in profit column to be displayed values that are not a multiple of the smallest tick size?

Best regards

[NinjaTrader_AlanP]

Hello forallatlantis,

Does your strategy have multiple entries and multiple exists? For example, scale in buys and scale in sales?

I look forward to your reply.

[forallatlantis]

Hello forallatlantis,

Does your strategy have multiple entries and multiple exists? For example, scale in buys and scale in sales?

I look forward to your reply.

As I wrote in the first post, I use only one contract at a time and I open another one only after the first is closed

[NinjaTrader_AlanP]

Hello forallatlantis,

I am unable to replicate having MAE come out to a number that isn't a multiple of its tick size.

If you'd like to upload the full code I can take a look and see if anything jumps out. Or if you'd prefer to email a copy, send to platformsupport[at]ninjatrader[dot]com with Attn: Alan P in the Subject line. Also within the email please include a link to this thread, and the files.

To export a NinjaScript from NinjaTrader 8 do the following:
From the Control Center window select Tools -> Export -> NinjaScript...
Click Add>Select the indicator>OK>Export.
Then attach that file you saved; under My Docs>NT8>Bin>Custom>Select the downloaded .zip file.

Please let us know if you need further assistance.