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

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

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

PostPosted: Mon Nov 17, 2014 9:53 pm
by Roman
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.