That confused me initially too. I know that post. But in my code I did not compare the Stop value to the MAE but I calculated the max loss of any trade and it was a lot greater than stop value set.

Just look at how vMinTradeResult is calculated. vMinTradeResult is -300pips while I think it should not be less than -100pips as there is a stop set at 100pips.

The TakeProfit seems to work as there is no trade result with a profit of more than 100pips.

You can remove all the MAE specific code and then it is probably clearer:

Code:
#include <profile.c>

function run()
{
	// Output:
	// 
	// MinTradeResult: -303.420043
	// MaxTradeResult: 99.170744
	//   Step: 10
	// Monte Carlo Analysis... Median AR 24%
	// Profit 52$  MI 2$  DD 94$  Capital 121$
	// Trades 176  Win 52.8%  Avg +3.4p  Bars 2
	// AR 20%  PF 1.07  SR 0.34  UI 40%  R2 0.16
	
	set(LOGFILE);
	
	BarPeriod = 1440;
	LookBack = 1000;
	StartDate = 2010;
	EndDate = 2015;
	
	asset("EUR/USD");

	Stop = TakeProfit = 100 * PIP;

	if (NumOpenTotal == 0)
	{
		if (Bar % 2 == 1)
			enterLong();
		else
			enterShort();
	}
	
	if (is(EXITRUN))
	{
		var vMinTradeResult = 0.0;
		var vMaxTradeResult = 0.0;
		
		for (all_trades)
		{
			vMinTradeResult = min(vMinTradeResult, toPIP(TradeResult)); 	
			vMaxTradeResult = max(vMaxTradeResult, toPIP(TradeResult));
		}
			
		printf("\nMinTradeResult: %f", vMinTradeResult);
		printf("\nMaxTradeResult: %f", vMaxTradeResult);
		printf("\n");
	}
}

Last edited by trenki2; 08/27/16 08:14.