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Is it possible to optimize MAE

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    Is it possible to optimize MAE

    I have a lot of options on which I can optimize for, but was wondering if there was anyway to optimize a strategy for least MAE?

    Thanks.

    #2
    Hello

    Thank you for your post.

    MAE is not a parameter but an performance output/metric. This is not available for use in optimization however you can sort your results by this metric.

    Please let me know if you have any additional questions.
    ChipNinjaTrader Customer Service

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