Calculation Avg worst (MAE) and Avg best (MFE) Support for advanced backtester module

2 posts   •   Page 1 of 1
Michal Bachtik
 
Posts: 1
Joined: Tue May 14, 2013 12:59 pm

Calculation Avg worst (MAE) and Avg best (MFE)

by Michal Bachtik » Mon Nov 17, 2014 1:47 pm

Hi,

pls, give me the feedback, how is calculated the Avg worst (MAE) and Avg best (MFE) in the tasks for PT and SL in SeasonAlgo?

thx

Michal

Roman
 
Posts: 145
Joined: Tue May 14, 2013 12:59 pm

Re: Calculation Avg worst (MAE) and Avg best (MFE)

by Roman » Mon Nov 17, 2014 9:53 pm

Look to Analyze=>Backtest. There is table with best (the biggest positive value in seasonal window) and worst (the lowest negative) values. MFE and MAE are simple averages from these values.

2 posts   •   Page 1 of 1
It is currently Thu Mar 28, 2024 11:08 am