Obtaining MFE of all open trades

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Obtaining MFE of all open trades #477485 07/01/19 21:28 07/01/19 21:28
Joined: Aug 2018 Posts: 101 O OptimusPrime OP Member
OptimusPrime OP Member O Joined: Aug 2018 Posts: 101	Kind Sirs: I thought I read a post where someone shared a way to obtain the cumulative MFE or MAE. The post was either for open_trades or for closed_trades. I can't seem to find it and my personal efforts to write this have not worked. Thanks so much, OptimusPrime

Re: Obtaining MFE of all open trades [Re: OptimusPrime] #477829 08/01/19 12:25 08/01/19 12:25
Joined: Dec 2014 Posts: 206 Germany Smon Member
Smon Member Joined: Dec 2014 Posts: 206 Germany	I have a script that exports MFE and MAE into a CSV file along with other signals for machine learning. Would this help you out?

Re: Obtaining MFE of all open trades [Re: OptimusPrime] #477939 08/16/19 15:50 08/16/19 15:50
Joined: Aug 2018 Posts: 101 O OptimusPrime OP Member
OptimusPrime OP Member O Joined: Aug 2018 Posts: 101	Thanks Sdh309795gaas. That would be appreciated. Thanks so much, OptimusPrime

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