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

edtechre / pybroker

Algorithmic Trading in Python with Machine Learning

https://www.pybroker.com

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Add MAE (Maximum Adverse Excursion) and MFE (Maximum Favorable Excursion) metrics. #103

Closed edtechre closed 8 months ago

edtechre commented 8 months ago

Added in v1.1.33