<- Back to Tasks

SQX 111 - MFE / MAE values on equity chart do not match values in trade list

Hi,



I have noticed that the MFE / MAE  values on the equity chart do not appear to match the values on the trade list.  See attached screenshots.


Basically the equity chart shows (in the square pop up window):


Balance: 3328.70
MAE: 1490.90
MFE: 3341.30


Trade open during this period:


Balance: 13328.70  (initial $10K start so correct)
MAE: -1822.40
MFE: 28


Although the MFE is close, the MAE looks completely wrong on the chart.


If the MAE on the trade is -1822.40 and the equity is 3328.70, the low point of the MAE on the chart should be at 1506.30, however the values plotted appear incorrectly shown.


Can you please check the equity chart values against the trade list values, seems like a bug to me.


Thanks,


Mike



Attachments
SQX 111 - Equity chart MAE and MFE figures dont match trade list values.png
SQX 111 - Equity chart MAE and MFE figures dont match trade list values.png
(89.39 KiB)
SQX 111 - Trade list MAE and MFE.png
SQX 111 - Trade list MAE and MFE.png
(40.10 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

m
#1

mikeyc

09.10.2018 12:37

Task created

TB
#2

Tomas Brynda

09.10.2018 14:38

Status changed from New to Refused

The values are actually correct, because the MAE/MFE is calculated from the last balance value before opening the trade.


The balance was $13313.3 and when you do the calculation, you get:

MAE = $13313.3 + order #88 MAE ($-1822.4) = $11490.9 -> value  1490.9 in the equity chart

MFE = $13313.3 +  order #88 MAE ($28) = $13341.3 -> value 3341.3 in the equity chart

Votes: 0

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please