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Search: Posts Made By: calhawk01

Forum: NinjaTrader

January 21st, 2018, 10:04 PM

Replies: 4

MFE / Mae

Views: 1,816

Posted By calhawk01

Thanks for the response. But this isn't related...

Thanks for the response. But this isn't related to average price as my two backtests are independent.

Suppose "xyz" happens and I go long

Then after 2 bars I exit

Above is an example of...

Forum: NinjaTrader

January 20th, 2018, 05:59 PM

Replies: 4

MFE / Mae

Views: 1,816

Posted By calhawk01

MFE / Mae

Hi

Does anyone have a custom optimization fitness variable for Mae / MFE; that DOES NOT use the default system.tradeperformance statistic Mae/MFE?

The default Mae and MFE for n8 are still wrong...

Showing results 1 to 2 of 2

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