Max Fav Excursion (MFE)

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  • #68335 quote
    GraHal
    Participant
    Master

    I had thought MFE would start from 0, but seems not … else why is the MFE of 46.70 on attached (blue arrow) less than the max gain of 69.90??

    Or has my coffee not woke my brain up yet? 🙂

    Thank You
    GraHal

    GH-5.jpg GH-5.jpg
    #68347 quote
    Vonasi
    Moderator
    Master

    My brain agrees with your brain that something is not right with this picture. Even after three very tiring days of sailing my brain cannot compute that MFE to be correct in any way whatsoever. Another PRT bug me thinks so get that report sent in…..

    GraHal thanked this post
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Max Fav Excursion (MFE)


ProOrder: Automated Strategies & Backtesting

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This topic contains 1 reply,
has 2 voices, and was last updated by Vonasi
7 years, 10 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/14/2018
Status: Active
Attachments: 1 files
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