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Making sense for MAE plot #464684
03/06/17 07:38
03/06/17 07:38
Joined: Feb 2017
Posts: 369
D
Dalla Offline OP
Senior Member
Dalla  Offline OP
Senior Member
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Joined: Feb 2017
Posts: 369
I'm skimming through the book Trading Systems that I found on the recommended books on the Zorro trader site.

Wanted to make sure that I understand how to use the MAE plot correctly. Let's say that this is the result of my plot


If my understanding is correct, this graph tells me that I could Catch a bunch of negative outliers by placing a stop around 270 pips. Does this make sense? Is my understanding correct?

Last edited by Dalla; 03/06/17 07:41.
Re: Making sense for MAE plot [Re: Dalla] #464946
03/19/17 09:59
03/19/17 09:59
Joined: Apr 2014
Posts: 482
Sydney, Australia
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boatman Offline
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boatman  Offline
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Joined: Apr 2014
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Sydney, Australia
Yes that's correct. The maximum adverse excursion is on the x-axis and the final profit/loss is on the y-axis. So a stop loss at 270 pips would reduce those outsized losses without affecting any of your profitable trades in this backtest.


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