I want to program my custom optimizer based on MAE, MFE and ETD. I can see the MAE, MFE and ETD for each single trade in the 'Trades' tab in the strategy analyzer. But where is it stored and how can I access it? (I don't find it in the documentation for the 'Trade' object that is stored in the Trade Collection)
Best Regards,
poseidon_sthlm
Comment