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Calculation Avg worst (MAE) and Avg best (MFE)
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Michal Bachtik
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Calculation Avg worst (MAE) and Avg best (MFE)
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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
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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.
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