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

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Michal Bachtik
 
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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
 
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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.
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