AverageMae

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AverageMae

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Definition

Returns the average MAE (max adverse excursion) of the collection.
 

Property Value

A double value that represents the average MAE of the collection.

 

Syntax
<TradeCollection>.TradesPerformance.<TradesPerformanceValues>.AverageMae

 

 

 

Examples

ns

protected override void OnBarUpdate()
{
    // Print out the average MAE of all trades in currency
    Print("Average MAE of all trades is: " + SystemPerformance.AllTrades.TradesPerformance.Currency.AverageMae);
}