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The backtester provides the mfe and mae in % only. When i calculate
it by hand and using the bracketTrader, it provides in value which on
further analysis does not transulate into matching % that amibroker
provides.
here is the example.
for eg.
Ticker EUR.USD-IDEALPRO-CASH
Trade Long
Date 06/09/2007 4:55
Price 1.3661
Ex. date 06/09/2007 5:10
Ex. Price 1.36665
% chg 0.04%
Profit 4.03
% Profit 0.04%
Contracts 7320.11
Position value 10000
Cum. Profit 4.03
# bars 4
Profit/bar 1.01
MAE -0.02%
MFE 0.04%
Scale In/Out 0/0
Bracket trader and visually looking at buy/sell signals on the
backtester chart provides the MFE and MAE to be
MAE -0.0002
MFE 0.0008
I have 4.96 version amibroker. Is this a Bug? How can i extract the
MFE/MAE values instead of % from the backtester to confirm it.
regards
Seede.
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