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I must be overlooking this feature. I just updated to 5.29.6 and I still do not see average MAE/MFE. I have checked the settings in the Automatic Analysis window, run backtests in Trade list, Detailed log and Summary mode and have not seen anything. I have searched the latest users guide from the help menu and the PDF version, (both still 5.20) and the DevLog to no avail. Could someone please clearly point out where this feature is, like you are explaining it to a dummy. Just to clarify, I am looking for the averages of the MAE and MFE columns without having to go to excel.
Best regards,
James
From: Gordon Pelletier <gordonpelletier@xxxxxxxxx>
Yes 5.29 Beta
Regards
2010/1/3 James <jamesmemphis@ yahoo.com>
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@xxxxxxxx au>
Hi James,
The advanced AB version already does this for you.
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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