My guess is that this question may have been exhausted many times ( so I apologise in advance )but I have a question about the MAE and MFE calc. Have a spot gold entry on Friday at 1,537.78 ( theortically in WL ) and OHLC were resp. 1521.59, 1538.10, 1518.00, 1534.65 for that day. The MAE% & MFE% I get in the Trades Window in WL are -0.46 and -0.24 resp. Unfortunmately I am struggling to understand where the numbers can from ( I do understand the calc in theory but not in this case). I was wondering if someone could shed some light on the numbers produced given the data I have shown. BTW ( if helps ) in the Symbol Info Manager I define 1 lot of spot gold as 1,000 oz so Point Value = 1,000 and Tick = 0.01 with decimals = 2. Margin = 1 ( I dont bother with at the moment ) which I assume means 1 dollar.
Any help would be gratefully appreciated. Have a good day all...

The numbers for MAE/MFE Percent look wrong for futures. If you would be so kind, please create a support ticket for this to give me a placeholder.

Note!
MAE/MFE doesn't currently consider the futures "Point" value when displaying dollar figures and that will be fixed in the 6.2 June release.

CODE:
Please log in to see this code.

You should enter a reasonable margin that a broker would require. It will be on the order of $5,000 - $7,000 per contract for GC. This value is used in WL when determining if you have sufficient funds to take a trade in backtest.

Thnx v much for the responce. This is a cash FX market - ie spot gold and not futures btw. And I put money management code into my strategy and don't rely on the position sizing systems that the software provides as I want more hands-on control of that aspect but - yes - I will certainly consider realistic margins in future incarnations of my strategies for futures markts - really testing mode at the moment. If there are potential issues with the MAE/MFE calc in the software then not a problem - I am rconciling these numbers against some Execel calcs so wanted to makesure I wasnt missing/confusing anything.
Thnx again for your prompt feedback.

It seems that MAE/MFE were incorrectly using commissions in the calculations for futures and this will be fixed in 6.2 next month. Sorry for the inconvenience here; I'm amazed that it took so long for someone to notice it! (Everyone must be testing with 0 commissions.)
---
Note: This fix might not appear in the "What's Changed?" section of the 6.2 User Guide.

Thnx very much again. Appreciate your kind help. Look fwd to the upcoming versions. Have a great weekend.