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[amibroker] Re: MAE & MFE



PureBytes Links

Trading Reference Links

http://finance.groups.yahoo.com/group/amibroker/message/109281
http://finance.groups.yahoo.com/group/amibroker/message/109289
http://finance.groups.yahoo.com/group/amibroker/message/109290
http://finance.groups.yahoo.com/group/amibroker/message/109301
http://finance.groups.yahoo.com/group/amibroker/message/109407


--- In amibroker@xxxxxxxxxxxxxxx, "holygrail168" <holygrail168@xxx> 
wrote:
>
> Hi all,
> 
> I'm trying to find the definition of MAE and MFE in the backtester 
> results but I can't find a reference to it in the help files and 
can't 
> find any financial definitions on the web (maybe I'm not searching 
> right) could someone please tell me?
> 
> Also, when creating a new system, can some of the more experienced 
> system traders inform me what they use to gauge how 'good' a system 
> is?  Whats the best statistical parameter?  
> 
> Thanks
>




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