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 <[email protected]> To: [email protected] 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: amibro...@yahoogrou ps.com [mailto:amibroker@ yahoogroups. com] On Behalf Of James Sent: Saturday, 2 January 2010 10:26 AM To: amibro...@yahoogrou 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
