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Average MAE, what about MAXIMUM MAE?

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    Average MAE, what about MAXIMUM MAE?

    Is there a way to find the MAXIMUM move against equity in the strategy analyzer?

    #2
    Hello Touch-Ups,

    To do that you would need to create a custom performance metric and make a maximum value instead of an average using the trade information. There is a sample of creating a performance metric in the NinjaScript editor. you also need to enable custom metrics in the options menu.

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