Can We Use MAE, MFE & ETD To Improve Automated Trade Strategy Performance?
automatedtradingstrategies.substack.com
We are constantly looking for ways to improve strategy performance. So, when we received a question from R8 (thank you R8) asking us to provide MFE, MAE and ETD stats, we jumped at it. In this post, we’re going to look at how these three metrics can be used to tell us which strategies have the best entry, exit and run-up statistics. In particular, we’re looking for
Can We Use MAE, MFE & ETD To Improve Automated Trade Strategy Performance?
Can We Use MAE, MFE & ETD To Improve…
Can We Use MAE, MFE & ETD To Improve Automated Trade Strategy Performance?
We are constantly looking for ways to improve strategy performance. So, when we received a question from R8 (thank you R8) asking us to provide MFE, MAE and ETD stats, we jumped at it. In this post, we’re going to look at how these three metrics can be used to tell us which strategies have the best entry, exit and run-up statistics. In particular, we’re looking for