Support Board
Date/Time: Mon, 09 Jun 2025 12:54:12 +0000
Post From: Calculating MAE and MFE from trade activity logs
| [2022-12-27 22:43:13] |
| yqz - Posts: 18 |
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I noticed that there's a statistics tabs and some more details on this page (Trade Activity Log: Notes about Maximum Profit and Loss Fields) that explain how MAE/MFE are calculated. However, it doesn't explain the exact steps. I've tried looking through the data, but it seems that gaps in the information make it so that the MAE/MFE are simply approximations. Is it possible to look into the Sierra Chart source code to see how the information is derived?
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