I am trying to generate MAE/MFE graphs in percentage terms for both the resulting P&L and the excursion, using the strategy analyzer.
In NT 7.0.1000.10, it appears that regardless of the analysis mode selected (currency/percent/points), the MAE/MFE graphs have the excursion (abscissa, x axis) expressed in currency terms only. This somewhat limits the value of those graphs.
Is that a known limitation or am I doing anything wrong?
Thanks!
Lct
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