[amibroker] Average MAE/MFE

[James <jamesmemphis@xxxxxxxxx>]

I would like to calculate the average MAE and MFE for all trades in backtest results. I know I could save the report as a file and do it in excel, but was wondering if there was a faster, easier way -  just to eyeball it. I thought a possible solution would be to add Avg. MAE and Avg MFE columns to the backtest results when using the optimize feature instead of backtest, but I am not sure how difficult this would be.

 

TIA,

James

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