SeasonAlgo Forum

Posted: **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

Posted: **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.

SeasonAlgo Forum

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

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

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