Re: [amibroker] Average MAE/MFE

[James <jamesmemphis@xxxxxxxxx>]

Neil,

 

Could you be a little more specific regarding advanced? I am using 5.20. Is it a newer version that does this?

 

Best regards,

James

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From: Neil Wrightson <neilw@xxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sat, January 2, 2010 12:09:32 AM
Subject: RE: [amibroker] Average MAE/MFE

 

Hi James,

 

The advanced AB version already does this for you.

 

Regards,

Neil Wrightson.

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From: amibroker@xxxxxxxxx ps.com [mailto:amibroker@ yahoogroups. com] On Behalf Of James
Sent: Saturday, 2 January 2010 10:26 AM
To: amibroker@xxxxxxxxx ps.com
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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