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Much has been written about MAE & MFE.
There was a brief discussion in January 1999 on this list.
I normally look at the built in functions MaxPositionLoss(num) &
MaxPositionProfit(num).
I find the meaning to be similiar from Sweeny's notes & the Omega
function.which is found in "Position Information" section of the Power
editor.
But the numbers come out to be different when I calculate it.
Anyone care to elaborate.
Mike
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