[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

MAE



PureBytes Links

Trading Reference Links

Tomacz,

thanks for the % time invested, I have not understood it was the 
exposure.
Do you think you could add the MAE(Maximum adverse excursion) of a 
system in the test report, it could be a nice stat. to adjust our 
stop, relative to the risk, if the next release of system tester 
allow to buy a number of shares .

stephane