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Jul 12, 2020 · A positive value of forecast error signifies that the model has underestimated the actual value of the period. A negative value of forecast error signifies that the model has overestimated the...
Jan 25, 2011 · Mean Forecast Error (MFE) For n time periods where we have actual demand and forecast values: Ideal value = 0; MFE > 0, model tends to under-forecast. MFE < 0, model tends to over-forecast. h2.
Jul 18, 2023 · If MFE is positive, it indicates that the model tends to under-forecast. Conversely, if MFE is negative, the model tends to over-forecast.
MFE = Mean Forecast Error (Bias) It is the average error in the observations. A more positive or negative MFE implies worse performance; the forecast is biased. Cite. Karla Pollyanna Vieira...
Jun 12, 2024 · First of all, if the average MAER of your trades is more than about 1.1R (accounting for slippage), then you're probably moving your stop loss in a negative direction, after you enter the trade. This is an easy red flag to spot and a habit that can be easy to fix.
If the TS is positive, it means that your forecast is consistently lower than the actual demand, indicating a positive bias. If the TS is negative, it means that your...
Maximum Favorable Excursion (MFE) measures the highest intraday gain from the entry price of a trade to its best point before either a target is hit or the position is closed. MFE helps you gauge the potential profit you could have achieved if you had exited the trade at the optimal time.
