AverageMae

Definition

Returns the average MAE (max adverse excursion) of the collection.

Property Value

A double value that represents the average MAE of the collection.

Syntax

tradecollection.TradesPerformance.tradesperformancevalues.AverageMae

Examples

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protected override void OnBarUpdate()
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{
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     // Print out the average MAE of all trades in currency
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     Print("Average MAE of all trades is: " + SystemPerformance.AllTrades.TradesPerformance.Currency.AverageMae);
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}