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The only time ive seen MAE is in amibrokers backtest
results, for trades. How does it work?
--- darn97 <bruce.arnheim@xxxxxxxx> wrote:
> Thanks Eric. I use the Chandelier exit quite a bit.
>
> Do you have one for Maximum Adverse Excursion?
>
> Thx,
> Bruce
> --- In amibroker@xxxxxxxxxxxxxxx, eric paradis
> <thechemistrybetweenus@xxxx> wrote:
> >
> > Cm = 10;
> > CmValue = IIf(ATR(2)>ATR(20),Cm * ATR(2),Cm *
> > ATR(20));
> >
> > ApplyStop(stopTypeTrailing, stopModePoint,
> CmValue, 1,
> > True,0);
> > Chandelier Exit. Uses 10 * ATR, can be a bit
> better
> > than a plain jane 10 * ATR(10); exit.
> >
> >
> >
> >
> > --- darn97 <bruce.arnheim@xxxx> wrote:
> >
> > > I am a new Amibroker user and am putting
> together my
> > > toolbox of useful
> > > exits. Is there some place where I could get
> code
> > > examples for
> > > different exits, like MAE, trailing stops, and
> > > scaling out of trades?
> > > My current approach is to search for keywords in
> the
> > > help and have
> > > found this cumbersome to learn how to code. Any
> > > help would be
> > > appreciated.
> > >
> > > Bruce
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
> >
> > __________________________________________________
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> >
>
>
>
>
>
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