edtechre / pybroker

Algorithmic Trading in Python with Machine Learning

https://www.pybroker.com

Add MAE (Maximum Adverse Excursion) and MFE (Maximum Favorable Excursion) metrics.

edtechre opened this issue 5 months ago · comments

Ed West commented 5 months ago

Add MAE (Maximum Adverse Excursion) and MFE (Maximum Favorable Excursion) metrics.

Ed West commented 5 months ago

Added in v1.1.33