MAE / MFE

Hello

Does anyone know how to plot MAE and MFE charts using Zorro? I can't find anything about it in the manual or the forums.

Cheers

http://manual.zorro-trader.com/profile.htm

Thanks jcl. Don't know how I missed that. Apologies for posting something that is solved in the manual.

OK, I got the MAE plot to work. However, Zorro doesn't appear to have a MFE plot built in.

JCL, would it be possible to release the built in logic for the MAE plot? I think it would be quite simple to use this to create a code for the MFE plot.

Thanks in advance

Look into profile.c. There you can take the source and build your own MFE plot function.

Hi all

Have started to create my first trade strategy (trend following). By this I'm working first on a risk analysis to get protective stops following the Tomasini-Jaekle introduction.
T+J recomment to use the MAE graph with percentage values for profit and DD.
Zorro has already more or less everything on board incl. TradeMFE for trade target analysis, it is a realy fantastic tool to me. Have studied a lot of zorro's features and I found plotMAEgraph, TradeMAE and TradeMFE.
I try to build a new plotMAEgraphP (P for percentage) based on the code given in Zorro's profile.c but I have no idea how to start because I don't know what exactly is the basis (100%) values to calc. the %-values for the particular trade value and how to open it within that subroutine.
I kindly ask for a small hint what values (total profit (100%) and total 100% DD- or MAE-value) I have to take to be able to change to percentage figures. Will later provide my tries here to get some feedback.

Appreciate your help very much.
Thanks in advance

A percentage of what do you want the MAE/MFE to be?

Hi jcl,

For MAE graph, y-axis, instead showing profit in pip units I need profit in percentage terms. Same with x-axis, MAE or DD in percentage terms.
For calculating that I need a hint where to get the respective total values to be able to calculate the percentage values and if it's available as global variable within the given subroutine plotMAEgraph?

All this because percentage display gives better (kompakter) adaptation especially if big value changes happen. If I know the basis 100%-Values of profit and DD I'm able to calc. and print the percentage respectations. Will do the same for a new plotMFEgraph routine later.

Sorry for my weak english, hope you got it.

Thanks for your help

I understand you want percent instead of pips, but MAE and MFE have no percentage. They are a price difference. Sure, you can declare say 500 pips as 100%, but the MAE/MFE graph will then look exactly the same.