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I am getting sick and tired of such e-mails.
Why don't you assume the reverse, i.e. that bracket trader calculation is wrong????
Plus you are comparing apples to oranges (percent to point), give no info on periodicity you use,
using of course WRONG settings in the backtester (see enormous contracts number:
7320 EURUSD lots !!!!)
There is an article in the KB that you should read first about setting up for forex.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "murthysuresh" <money@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, September 06, 2007 10:53 PM
Subject: [amibroker] backtester mfe/mae calculation
> 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.
>
>
>
> 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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