Forum: Trading Reviews and Vendors
July 2nd, 2017, 03:07 PM
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Replies: 433
Views: 174,417
Determining the MFE/MAE from each signal.
Hey Kevin!
How do you determine the Maximum Favorable Excursion/Maximum Adverse Excursion for any given signal during a back test? Trying to determine stop/target size to maximize expectancy.
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