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Can we optimize on MAE ?
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Hello ssg10,
Unfortunately this is not supported by default. You can optimize strategies in the Strategy Analyzer as per the instructions at the link below.
The strategy will be optimized as per the input parameters you define before running the optimization.
Average MAE can be viewed in the Summary-tab after the optimization is finished. You can view a MAE graph in the Graph-tab or per trade in the Trades-tab as well.
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