formula for maximum adverse excursion

banu · Jan 18, 2007

can any give me the formula for maximum adverse excursion

WolfVector · Jan 18, 2007

if (MarketPosition = 1) then
. MAE = (LowestLow â EntryPrice)/EntryPrice
else if (MarketPosition = -1) then
. MAE = (EntryPrice - HighestHigh)/EntryPrice;

formula for maximum adverse excursion

banu

WolfVector