MAE in real trading

[stefy]

I used MAE as a risk indicator in back test with good results, I'd like to apply it to real trading.
In the back test, you told me it's not possible to select the lookback period for the MAE, so I guess it takes the average MAE on and on.
If I trade real time, where there is no back test, what kind of MAE will NT use as a value?

Thank you

[NinjaTrader_JoshP]

When you run real-time it will behave the same way. It continues to aggregate and average.

[stefy]

So, from a practical point of view, it's probably better to see what value MAE averages out in a long back test period and use it for real trading?

Thank you

[NinjaTrader_JoshP]

stefy,

That would be up to you how you want to use the information.