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The simplest answer is probably to upgrade to the pro version which
includes these statistics ...
When using Explores or even when developing systems it is sometimes
handy to initially at least show all the intermediate results so you
can easily tell when things aren't happening the way you expect ...
This is probably not the simplest solution but it appears to work.
I put a dummy system on top that basically buys on or after the 10th
of the month and sells on or after the 20th.
Buy = Day() >= 10 AND Ref(Day(), -1) < 10;
Sell = Day() >= 20 AND Ref(Day(), -1) < 20;
InOut = Flip(Buy, Sell);
BarsIn = BarsSince(InOut == 0);
EntPrc = IIf(Ref(BarsIn, -1) > 0, Ref(C, -(Ref(BarsIn, -1))), 0);
MAE = IIf(EntPrc > 0, 100 * (EntPrc - LLV(L, Ref(BarsIn, -1))) /
EntPrc, 0);
MFE = IIf(EntPrc > 0, 100 * (HHV(H, Ref(BarsIn, -1)) - EntPrc) /
EntPrc, 0);
Filter = 1; // Sell == 1;
AddColumn(C, "Close", 1.2);
AddColumn(H, "High", 1.2);
AddColumn(L, "Low", 1.2);
AddColumn(Buy, "Buy", 1.0);
AddColumn(Sell, "Sell", 1.0);
AddColumn(InOut, "InOut", 1.0);
AddColumn(BarsIn, "BarsIn", 1.0);
AddColumn(EntPrc, "EntPrc", 1.2);
AddColumn(MAE, "MAE", 1.2);
AddColumn(MFE, "MFE", 1.2);
--- In amibroker@xxxxxxxxxxxxxxx, "coba702002" <coba702002@xxxx>
wrote:
> 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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