Quote from JayF_eSignal:
50 cent has a good point that the Cursor Window may be appearing outside of the visible space of the chart. One thing you may also want to check is the Auto Hide feature of the Cursor Window. Depending on how it's set, the Auto Hide feature will not display unless your mouse cursor is hovering over the chart (or if the chart is the active window.) To check this setting, right-click on the Cursor Window, and select Properties. From there look at the Auto Hide section. If either of the "Show when..." selections are enabled then the Auto Hide feature is turned on. If you'd like to turn that off, then select Off.