ReferencesStrategyTradesPerformanceValues

AverageMfe

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Definition

Returns the average MFE (max favorable excursion) of the collection.

Property Value

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

Syntax

TradeCollection.TradesPerformance.TradesPerformanceValues.AverageMfe

Examples

The following example prints out the average MFE of all trades in currency.

1protected override void OnBarUpdate()
2{
3     // Print out the average MFE of all trades in currency
4     Print("Average MFE of all trades is: " + SystemPerformance.AllTrades.TradesPerformance.Currency.AverageMfe);
5}