April 22, 2021

5 0

MAFE Profit Factor

I got the idea from @clonex (SQX Programming) Edge Ratio snippet and also from Timothy Masters idea to use intra trade data for profit factor score.

Each trade is counted as three separate trades:
For a profit trade it counts the open-trade -> MAE as a small loss then MAE-> MFE as a large win then MFE -> close-trade as a small loss.
For a loss trade it counts open-trade -> MFE as a small win then MFE -> MAE as a large loss then MAE -> close-trade as a small win.

EDIT Bug fixed

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