NinjaScript > Language Reference > Strategy > TradesPerformanceValues >
AvgMae
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>.AvgMae
Examples
protected override void OnBarUpdate() { // Print out the average MAE of all trades in currency
Print("Average MAE of all trades is: " + Performance.AllTrades.TradesPerformance.Currency.AvgMae); }