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Maximum Adverse Excursion and maximum Favorable Excursion .... essentially
how much the issue moved for you or against you from your entry
----- Original Message -----
From: "amarilloblanco" <amarilloblanco@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, April 17, 2007 9:29 AM
Subject: [amibroker] MAE and MFE
> Could someone give a good explination about what means MAE and MFE when
> I run on AA backtest.
> I tried to find on Help, but i didn't find it.
> Tia
> Eduardo
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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