Looking for a function in NinjaTrader. I would like to have something that looks at my entries and calculates that average number of ticks a trade goes against me across all of my trades. Does this functionality exist in NinjaTrader, or is there something I can add on to get this information?

For instance - if I enter a trade and it goes 4 ticks against me and then goes in my favor and takes out my target it would return a value of -4. If the next trade does goes 2 ticks against me and then takes out my target it would return a value of -2. If the next trade takes out my full stop of 10 ticks it would return a value of -10. This information would be helpful in analyzing my trades. Any help would be greatly appreciated.

there you see MAE .. you see how deep a trade run against you before it has been closed .. you also see on stopped trades how far they run forward in "your" direction before stopping (MFE)

resist 

there you see MAE .. you see how deep a trade run against you before it has been closed .. you also see on stopped trades how far they run forward in "your" direction before stopping (MFE)

Thank you! I will look for this in NinjaTrader.