Making sense for MAE plot

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Making sense for MAE plot #464684 03/06/17 07:38 03/06/17 07:38
Joined: Feb 2017 Posts: 369 D Dalla OP Senior Member
Dalla OP Senior Member D Joined: Feb 2017 Posts: 369	I'm skimming through the book Trading Systems that I found on the recommended books on the Zorro trader site. Wanted to make sure that I understand how to use the MAE plot correctly. Let's say that this is the result of my plot If my understanding is correct, this graph tells me that I could Catch a bunch of negative outliers by placing a stop around 270 pips. Does this make sense? Is my understanding correct? Last edited by Dalla; 03/06/17 07:41.

Re: Making sense for MAE plot [Re: Dalla] #464946 03/19/17 09:59 03/19/17 09:59
Joined: Apr 2014 Posts: 482 Sydney, Australia B boatman Senior Member
boatman Senior Member B Joined: Apr 2014 Posts: 482 Sydney, Australia	Yes that's correct. The maximum adverse excursion is on the x-axis and the final profit/loss is on the y-axis. So a stop loss at 270 pips would reduce those outsized losses without affecting any of your profitable trades in this backtest. www.robotwealth.com

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