Forum: NinjaTrader
September 10th, 2009, 10:41 PM
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Replies: 8
Views: 8,746
Average MAE MAE
where MAE (max. adverse...
Average MAE MAE
where MAE (max. adverse excursion) is defined as |worst price trade reached – entry price|, quantity is defined as the number of contracts traded, and point value is defined as...
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