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[amibroker] Re: MAE and MFE Interpretations



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> Can someone with experience with these measure give me a little mini
training session on what to look for in these graphs.

don't bother with MFE, etc.  all you are going to see is volatility
distribution of the group of stocks under investigation.  you will see
results with a random entry and exit system that are statistically not
different than with system generated entry/exits.  i've already done
some work in this area and came to this conclusion.  see TASC article
'Testing Signal Effciacy', November, 2002 i think.

/j


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