Thread: Tracking MAE and MFE for MT4 backtest

Hello fine folks and MT4 gurus -

I am trying to improve the money management on an EA. Currently I am focusing on stop losses, take profit,scale-in scale-out etc.- and take on several scalping positions. I need more details out of this Strategy Tester over transactions.

Is there a way to appraise MAE (Maximum Adverse Excursion) and MFE (Max. Favorable Excursion) using MT4 - especially when you're backtesting together with the Strategy Tester? Even if I'm unable to get it on a per trade basis, it will allow me to know the median values.

I did come across some code in the MT4 codebase:
http://codebase.mql4.com/en/2724

However - I am having a difficult time integrating it and using it with Strategy Tester results

Any ideas, hints or code snippets will be highly valued.

Greatest. .

That's alright folks - All I had to do was call the code in the deinit() metod. I got a wonderful spreadsheet dump of MAE, MFE and DD for each individual trade - along with profit/loss.

Best - shatrade