A new selector in the Scenarios blade of the Performance Profile window lets you choose between displaying the "Instrument Greeks" that show the traditional contract Greeks, and the "Position Greeks" calculated using ( Greek value x position). "Position Greeks" are identified in the Scenarios panel with a "P" prefix, for example P.Delta etc. For strategies that use different underlyings, "Instrument Greeks" are not available and the selector is disabled.
To use the Performance Portfolio analysis tool, click the "Profile" button below a strategy in the Strategy Builder. From your Watchlist or Portfolio, right-click a strategy and from the menu select Analytical Tools and then Performance Profile.
For more information on the Performance Profile tool, see the TWS Users' Guide.
The Accumulate/Distribute Algo window has been modified to require a user to specify the order side (BUY or SELL) instead of offering a default order side.
To find out more about the Accumulate/Distribute algo, see the TWS Users' Guide