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V. 20:8 (72): Sidebar: Calculating MFE/MAE by Sergei Dobrovolsky
V. 20:8 (72): Sidebar: Calculating MFE/MAE by Sergei Dobrovolsky
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Sidebar: Calculating MFE/MAE by Sergei Dobrovolsky
The Excel spreadsheet in sidebar Figure 1 calculates the results of introducing a specific profit-taking (the RunUp sheet) or stop-loss (Drawdn) fixed-dollar cutoff level. This example explains the RunUp sheet (Drawdn is very similar).
The Excel spreadsheet in sidebar Figure 1 calculates the results of introducing a specific profit-taking (the RunUp sheet) or stop-loss (Drawdn) fixed-dollar cutoff level. This example explains the RunUp sheet (Drawdn is very similar).
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