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How to get mae from csv file type

  • #1
  • First Post: Dec 29, 2016 3:17am Dec 29, 2016 3:17am
I have a MT4 strategy test report for 10 pairs. I want to combine this into one portfolio of trades and then I want the overall MAE and MFE of the list of trades. I have already made a csv of the trades into one single portfolio but now how do I get the MAE / mfe.

..I want to find out if there is a software or site where I can upload the csv and get the MAE and MFE of the trade list?.


Help or pointers will be appreciated.
  • #2
  • Dec 29, 2016 3:26am Dec 29, 2016 3:26am
I have tried some sites but they all provide basic crap info like return per montha dn day etc....what really want to know is how was the MAE during the lifecycle of trading. That then gives me an idea of the worst I can expect.
  • #3
  • Dec 29, 2016 3:55am Dec 29, 2016 3:55am
There are free tools such as QuantAnalyzer from StrategyQuant that might be able to help with this - you can also combine several MT4 reports into one portfolio. Have you looked into that? Hope it helps.
  • #4
  • Dec 29, 2016 4:03am Dec 29, 2016 4:03am
Quoting lab77
There are free tools such as QuantAnalyzer from StrategyQuant that might be able to help with this - you can also combine several MT4 reports into one portfolio. Have you looked into that? Hope it helps.
Thanks lab77 for the response.

I use quantanalyzer...but it is not calculating MAE...it has an option to do it but does not show how. No instructions.

Combining into ONE portfolio will juust give the trades into one set. But it still does not give me MAE or worst case scenario.
  • #5
  • Last Post: Edited 7:56am Dec 29, 2016 7:19am | Edited 7:56am
Quoting champfx2016
{quote} Thanks lab77 for the response. I use quantanalyzer...but it is not calculating MAE...it has an option to do it but does not show how. No instructions. Combining into ONE portfolio will juust give the trades into one set. But it still does not give me MAE or worst case scenario.
OK I see, you might want to look into Monte Carlo analysis for worst case which models hundreds of simulations with different variables for a strategy - I find it very useful..the new version of MultiCharts contains this functionality. You can also use QuantAnalyzer with Monte Carlo analysis to see all permutations of your strategies Profit/Loss and worst/best case scenarios.
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