Scripts: Advanced Trade History Exporter: MAE, MFE and Time-Based Excursions (Points)
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Advanced Trade History Exporter: MAE, MFE and Time-Based Excursions (Points):
Utility script that exports your MetaTrader 5 trading history to a CSV file. It automatically calculates Maximum Favorable Excursion (MFE), Maximum Adverse Excursion (MAE), and Forward Returns (Time-Based Excursions) in whole points for deep quantitative analysis in Excel. It will allow you to understand whether you close your trades too early and can help optimize overall trading execution.
Author: Illia Ivanov