OK, I got the MAE plot to work. However, Zorro doesn't appear to have a MFE plot built in.
JCL, would it be possible to release the built in logic for the MAE plot? I think it would be quite simple to use this to create a code for the MFE plot.
Have started to create my first trade strategy (trend following). By this I'm working first on a risk analysis to get protective stops following the Tomasini-Jaekle introduction. T+J recomment to use the MAE graph with percentage values for profit and DD. Zorro has already more or less everything on board incl. TradeMFE for trade target analysis, it is a realy fantastic tool to me. Have studied a lot of zorro's features and I found plotMAEgraph, TradeMAE and TradeMFE. I try to build a new plotMAEgraphP (P for percentage) based on the code given in Zorro's profile.c but I have no idea how to start because I don't know what exactly is the basis (100%) values to calc. the %-values for the particular trade value and how to open it within that subroutine. I kindly ask for a small hint what values (total profit (100%) and total 100% DD- or MAE-value) I have to take to be able to change to percentage figures. Will later provide my tries here to get some feedback.
For MAE graph, y-axis, instead showing profit in pip units I need profit in percentage terms. Same with x-axis, MAE or DD in percentage terms. For calculating that I need a hint where to get the respective total values to be able to calculate the percentage values and if it's available as global variable within the given subroutine plotMAEgraph?
All this because percentage display gives better (kompakter) adaptation especially if big value changes happen. If I know the basis 100%-Values of profit and DD I'm able to calc. and print the percentage respectations. Will do the same for a new plotMFEgraph routine later.
I understand you want percent instead of pips, but MAE and MFE have no percentage. They are a price difference. Sure, you can declare say 500 pips as 100%, but the MAE/MFE graph will then look exactly the same.