Click here to Login








MAE and MFE of a Trading System

by QuantShare, 3930 days ago
Share |






Maximum Adverse Excursion (MAE) and Maximum Favorable Excursion (MFE) for individual trades are available under the "Trades" and "MAE/MFE" tabs of the trading system report.

The current money management script calculates the MAE and MFE for the whole trading system.

The calculation is based on the highest/lowest portfolio equity compared to the initial equity.

The "OnEndPeriod" event of the MM script is used to calculate two time-series metrics (MAE and MFE). You can add them on the report chart by dragging them from the time-series list and dropping them on the chart.

The "OnEndSimulation" event of the MM script is used to calculate the final MAE and MFE measures for your trading system. The values can be found under "Statistics" tab of the simulation report.



Share This ->
Share |


You have to log in to bookmark this object
What is this?




Type: Advanced Money Management

Object ID: 1411


Country:
All

Market: All

Style:
All

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects

Empty

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

How to Optimize a Trading System with Thousands of Billions of Combinations

How to Run QuantShare without UAC Prompts?

Reading and Exporting Data from QuantShare to Excel Programmatically

Troubleshooting a Trading System

Backtesting All Candlestick Patterns in 10 Minutes

Real Time Alerts: Support and Resistance Lines Breakout

Custom Shortcuts - Move a Chart to Display the Last Quotes/Data

Export Trading Orders from a Portfolio to a File

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2024 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.