RE: [amibroker] Average MAE/MFE

["Neil Wrightson" <neilw@xxxxxxxxxx>]

Hi James,

 

The advanced AB version already does this for you.

 

Regards,

Neil Wrightson.

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From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of James
Sent: Saturday, 2 January 2010 10:26 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Average MAE/MFE

 

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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