Modify the MAE/MFE visualizer
Author: Cone
Creation Date: 12/13/2008 4:05 PM
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Cone

#1
Sorry rbilu, your topic was deleted accidentally. As I recall, you wanted the MAE/MFE visualizer as a function of ATR. The question is, "ATR of what?"
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rbilu

#2
Average True Range of the last 10 bars, however, if I could pass parameter that was the base value that would do it. the strategy I am working on uses Average True Range to adjust the profit and loss stops.
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rbilu

#3
MAE/MFE are currently a function of entry price I believe. % of entryPrice??? I would like to see it as a ratio of MAE to Average True range for the last ? bars. If the true range average was 5 then be MFE/5.

I tried to download and view the code from WiKi, but was unsuccessful. How do you view the CS files?????
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Eugene

#4
QUOTE:
I tried to download and view the code from WiKi, but was unsuccessful. How do you view the CS files?????


For example, with Visual Studio Express or SharpDevelop. Nonetheless, the MAE/MFE PV code will not be found anywhere as it belongs to Fidelity and is closed source.

QUOTE:
MAE/MFE are currently a function of entry price I believe. % of entryPrice???


More details can be found in the Wealth-Lab User Guide: Preferences > Performance Visualizers > MAE / MFE. Starting from v5.3, the visualizer will offer the choice between dollar or percentage, almost like V4 did.