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Re: [amibroker] Average MAE/MFE


  • Date: Sun, 3 Jan 2010 09:39:14 +1100
  • From: Gordon Pelletier <gordonpelletier@xxxxxxxxx>
  • Subject: Re: [amibroker] Average MAE/MFE

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Yes 5.29 Beta
 
Regards

2010/1/3 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


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.



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





--
Gordon Pelletier
24 Diamond Rd
Pearl Beach NSW 2256

email  GordonPelletier@xxxxxxxxx

(02) 43424164

0407990787


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