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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: 87
O
OptimusPrime Offline OP
Junior Member
OptimusPrime  Offline OP
Junior Member
O

Joined: Aug 2018
Posts: 87
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: 171
Germany
Smon Offline
Member
Smon  Offline
Member

Joined: Dec 2014
Posts: 171
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: 87
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OptimusPrime Offline OP
Junior Member
OptimusPrime  Offline OP
Junior Member
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Joined: Aug 2018
Posts: 87
Thanks Sdh309795gaas. That would be appreciated.


Thanks so much,

OptimusPrime


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