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
