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Chuck: thanks for your reply. I think
this has been my only question on MAE. I found the same article you mentioned
in one of my google searches. Thanks also for your personal observations.
Ken
-----Original Message-----
From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx]
Sent: Thursday, November 13, 2003
10:04 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] MAE and
MFE Interpretations
Ken,
I know you were looking for some sort of
"personal" interpretation, but I don't see any
forthcoming. This is also the second request by someone in this
group (perhaps it was you both times?) for such information.
I sat down to give you a bit of an answer,
but found myself refering to an article that I had read previously.
Fortunately, that article is still online at: <a
href="">http://www.tradefutures.com/active.htm
Have a look at it and perhaps you may have
some specific questions that I or someone else here can answer.
I can tell you that I frequently use MAE
to give me an idea if my "buy" signals are any good. If a
high percentage of them are going deep into loss situations (even though I may
end up with a profit) than my entry method sucks!
I also like to see that I'm getting about
95% of potential profits out of my trades. If I'm averaging 3%
return on my trades but most of them have an MFE of 15%, then I'm giving up too
much of the profit before exiting my trades.
I hope this helps.
<font size=2
face="Times New Roman">-----Original
Message-----
From: Ken Close
[mailto:closeks@xxxxxxxx]
Sent: Thursday, November 13, 2003
9:17 PM
To: AmiBroker List
Subject: [amibroker] MAE and MFE
Interpretations
Can someone with experience with these measure give me (and probably<font
size=2 face="Courier New">
some others), a little mini training session on
what to look for in
these graphs. What is a "good"
graph? What is a "bad" graph? And what
does "good" and "bad" mean in
this context.
I've read the definitions at several sites, but
some interpretation, esp
in terms of the way Tomasz has chosen to display
the terms, would really
be helpful.
Anybody?
Ken
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