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I have been trying to get a version of MAE code to work either in
backtester OR explorer without any luck. I am trying to get the most
amount of points a long/short has gone against me AFTER i enter the
trade on close.
I started with this in explore
BarsInTrade=IIf(Sell,BarsSince(Buy),0);
MaximumPrice=HHV(H,BarsInTrade);
MinimumPrice=LLV(L,BarsInTrade);
MFE=IIf(Sell, 100 * (MaximumPrice-ValueWhen(Buy,C,1))/ValueWhen
(Buy,C,1), 100 *
(ValueWhen(Short,C,1)-MinimumPrice)/ValueWhen(Short,C,1));
MAE=IIf(Buy, 100 * (MinimumPrice-ValueWhen(Buy,C,1))/ValueWhen
(Buy,C,1), 100 *
(ValueWhen(Short,C,1)-MaximumPrice)/ValueWhen(Short,C,1));
it doesnt work... Im not sure why!
Then i tried to get something to work in backtester with no good
results
HELP!
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