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PureBytes Links
Trading Reference Links
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MAE/MFE: Maximum Adverse/Favourable Excursion Distribution charts in
Portfolio backtest reports on page 2 of the User Manual (after the TOC).
It also says this is only available on the Pro version.
--
Terry
From: "Bob Krishfield" <bobkrish@xxxxxxxxxxxx>
Reply-To: amibroker@xxxxxxxxxxxxxxx
Date: Sun, 31 Oct 2004 18:52:55 -0000
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] MAE/MFE on Trades Report - What Are These?
Looking at the detailed reports from backtesting, there is a column on the
trades report
showing MAE/MFE %. What does MAE/MFE stand for? Is there more
documentation for
these reports somewhere?
Bob K.
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