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MAE/MFE Analyzer

Indicators/Strategies/Analyzers

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favetelinguis last edited by favetelinguis

Would it be possible to implement a Maximum Favorable/Adverse Excursion analyzer in backtrader? My guess is that to do that we need support for hedging account...? The expected output would be two numbers (MAE and MFE) for each trade.
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backtrader administrators last edited by

Everything is possible. At the moment resources are low.
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