New MAE / MFE feature
Mar 19, 2013 at 16:10
2,437 視聴
5 Replies
Sep 02, 2015からメンバー
1 投稿
Jan 06, 2016 at 08:32
I had some questions about myself when I first noticed this tool. Now that I understand, I might as well try to help explain it.
MAE stands for Maximum Adverse Excursion. It shows the max draw down of a trade compared to the profit or loss realized when the trade was closed.
For example: You enter a trade, and at it's WORST point (draw down and potential loss) it equals negative 5% of your account equity at that time, and you close the trade at 1% profit. So, this information shows potential risk versus realized reward per trade.
The above is the case when measuring MAE vs Trade Outcome (one of the settings you can choose). When this setting is chosen, the:
X-AXIS shows the profit or loss that was actually realized on each trade, while the
Y-AXIS shows the potential loss that could have occurred.
///////////////////////// MFE ////////////////////////////
MFE stands for Maximum Favorable Excursion. It shows the maximum profit potential that the trade had experienced compared to the profit or loss when the trade was closed. It's basically the opposite of MAE
For example: You enter a trade, and at it's BEST (potential profit that could have been extracted from the market during the trade) point in time it equals a 5% gain of your account equity at that time, and you close the trade at 2% profit. So, this information shows how much profit you may be leaving on the table.
The previous example is true when measuring MFE vs Trade Outcome (the 2nd of three settings you can choose for this tool). When this setting is chosen, the:
X-AXIS again shows the profit or loss that was actually realized on each trade, but this time the
Y-AXIS shows the max potential profit that could have been taken during the trade.
///////////////////////// MAE vs MFE ////////////////////////////
The third setting is MAE vs MFE which shows the variance between the maximum positive and negative potentials of each trade on the chart.
Hope this helped.
MAE stands for Maximum Adverse Excursion. It shows the max draw down of a trade compared to the profit or loss realized when the trade was closed.
For example: You enter a trade, and at it's WORST point (draw down and potential loss) it equals negative 5% of your account equity at that time, and you close the trade at 1% profit. So, this information shows potential risk versus realized reward per trade.
The above is the case when measuring MAE vs Trade Outcome (one of the settings you can choose). When this setting is chosen, the:
X-AXIS shows the profit or loss that was actually realized on each trade, while the
Y-AXIS shows the potential loss that could have occurred.
///////////////////////// MFE ////////////////////////////
MFE stands for Maximum Favorable Excursion. It shows the maximum profit potential that the trade had experienced compared to the profit or loss when the trade was closed. It's basically the opposite of MAE
For example: You enter a trade, and at it's BEST (potential profit that could have been extracted from the market during the trade) point in time it equals a 5% gain of your account equity at that time, and you close the trade at 2% profit. So, this information shows how much profit you may be leaving on the table.
The previous example is true when measuring MFE vs Trade Outcome (the 2nd of three settings you can choose for this tool). When this setting is chosen, the:
X-AXIS again shows the profit or loss that was actually realized on each trade, but this time the
Y-AXIS shows the max potential profit that could have been taken during the trade.
///////////////////////// MAE vs MFE ////////////////////////////
The third setting is MAE vs MFE which shows the variance between the maximum positive and negative potentials of each trade on the chart.
Hope this helped.
Make sure you fully understand every decision you make in the markets, why you made it and why the outcome occurred.
Mar 22, 2018 at 08:29
matzeldelaflor posted:
I had some questions about myself when I first noticed this tool. Now that I understand, I might as well try to help explain it.
MAE stands for Maximum Adverse Excursion. It shows the max draw down of a trade compared to the profit or loss realized when the trade was closed.
For example: You enter a trade, and at it's WORST point (draw down and potential loss) it equals negative 5% of your account equity at that time, and you close the trade at 1% profit. So, this information shows potential risk versus realized reward per trade.
The above is the case when measuring MAE vs Trade Outcome (one of the settings you can choose). When this setting is chosen, the:
X-AXIS shows the profit or loss that was actually realized on each trade, while the
Y-AXIS shows the potential loss that could have occurred.
///////////////////////// MFE ////////////////////////////
MFE stands for Maximum Favorable Excursion. It shows the maximum profit potential that the trade had experienced compared to the profit or loss when the trade was closed. It's basically the opposite of MAE
For example: You enter a trade, and at it's BEST (potential profit that could have been extracted from the market during the trade) point in time it equals a 5% gain of your account equity at that time, and you close the trade at 2% profit. So, this information shows how much profit you may be leaving on the table.
The previous example is true when measuring MFE vs Trade Outcome (the 2nd of three settings you can choose for this tool). When this setting is chosen, the:
X-AXIS again shows the profit or loss that was actually realized on each trade, but this time the
Y-AXIS shows the max potential profit that could have been taken during the trade.
///////////////////////// MAE vs MFE ////////////////////////////
The third setting is MAE vs MFE which shows the variance between the maximum positive and negative potentials of each trade on the chart.
Hope this helped.
I want to understand more on this topic.
can you please provide example with picture?
Mar 22, 2018 at 13:18
Arcforex posted:matzeldelaflor posted:
I had some questions about myself when I first noticed this tool. Now that I understand, I might as well try to help explain it.
MAE stands for Maximum Adverse Excursion. It shows the max draw down of a trade compared to the profit or loss realized when the trade was closed.
For example: You enter a trade, and at it's WORST point (draw down and potential loss) it equals negative 5% of your account equity at that time, and you close the trade at 1% profit. So, this information shows potential risk versus realized reward per trade.
The above is the case when measuring MAE vs Trade Outcome (one of the settings you can choose). When this setting is chosen, the:
X-AXIS shows the profit or loss that was actually realized on each trade, while the
Y-AXIS shows the potential loss that could have occurred.
///////////////////////// MFE ////////////////////////////
MFE stands for Maximum Favorable Excursion. It shows the maximum profit potential that the trade had experienced compared to the profit or loss when the trade was closed. It's basically the opposite of MAE
For example: You enter a trade, and at it's BEST (potential profit that could have been extracted from the market during the trade) point in time it equals a 5% gain of your account equity at that time, and you close the trade at 2% profit. So, this information shows how much profit you may be leaving on the table.
The previous example is true when measuring MFE vs Trade Outcome (the 2nd of three settings you can choose for this tool). When this setting is chosen, the:
X-AXIS again shows the profit or loss that was actually realized on each trade, but this time the
Y-AXIS shows the max potential profit that could have been taken during the trade.
///////////////////////// MAE vs MFE ////////////////////////////
The third setting is MAE vs MFE which shows the variance between the maximum positive and negative potentials of each trade on the chart.
Hope this helped.
I want to understand more on this topic.
can you please provide example with picture?
Same here; I am also interested to know more about this topic; really relevant picture would be helpful.
Oct 23, 2021 at 17:22
First of all thanks to Arcforex for the explanation. Now I understand what is about. That's strange there is no any explanation on the vendor site even in help topics. Secondly about the value of such analysis. It reflects real risk taken to real reward/loss fixed for each trade. The best trades are where the risk is 0 (it can not be less than 0) and reward is maxilmal. So I select those trades and analyze when and how I did them, what were the reasons for opening and what reasons for exit. This positive experience is set to be replicated in my future plans. Vice versa the worst trades in terms of Risk\Reward are to be analyzed in same manner just to be avoided in future.
Regards,
Stepan
Regards,
Stepan
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