The MAE and MFE curves on the charts are wrong using the stockpicker engine. As an example look in the green boxes on the attached screenshots:
For the trade on 16.08.2017 MAE is $-17.27. On the chart that translates to MAE: 376.41. But that is not correct. The strategy trades from close to close.
The correct MAE for the trade is not $-17.27 but:
($189.13 - $192.98) * 520 = $2002.
So the MAE of $376.41 on the chart is not correct. It should be:
$393.68 - $2002 = $-1608.32
Regards
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Attachment 1 Chart.png added
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Attachment Strategy 1349.sqx added
Status changed from New to Fixed
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