I think the calculation for the MAE when you scale in a trade is wrong. Say you enter with one contract at *100* then get 2 points of MAE (98), then market moves your way and at 110 you enter another contract and from then on market never moves against you till you exit. MAE (when "Group trades by ATM strategy" is selected) will show *14* points, when it should be *2*. This is so because it takes the average price (100+110/2 = 105), discounts the lowest price during the trade (98) and multiplies it by the total number of contracts, instead of taking the highest of (entry price - lowest price since first entry time) and (average price - lowest price since last entry time) for the calculation.
Thank you,
Jorge
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