[amibroker] Average MAE / MFE

[James <jamesmemphis@xxxxxxxxx>]

Returning to this subject as it was never answered properly. I would like to get AVERAGE MAE and MFE without resorting to saving the backtester results to a file and then computing them in excel. I know you can add a column to the bactester results but I don't believe that would be helpful in finding the average. Can the statistics page of the report be modified? The ideal scenario would be 2 lines on the statistics tab of the report page, in the all trades section right under Avg. Bars Held that would read Avg. MAE and Avg. MFE. Any ideas on how to get this info in a reasonable way? What about the R-math plugin, would that help me? Any and all ideas appreciated.

 

James

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