</> Codebase - MAE
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Columns > Databank / Filter
Biggest MAE on multiple trades
We have a snippet called "Biggest MAE". It is very useful to see how a strategy with a single order behave. However, when you open multiple orders at once, you have to calculate the total MAE of all the open positions
MAE
Biggest MAE
Hedging
Basket orders
multiple orders
Columns > Databank / Filter
MAFE Profit Factor
Profit Factor which includes MAE and MFE as well as PL.
profit factor
PF
MAE
MFE
column
stat
Timothy Masters