Logo
Munich Personal RePEc Archive

Introduction of the Profit Surface

Bell, Peter N (2010): Introduction of the Profit Surface.

[thumbnail of MPRA_paper_26812.pdf]
Preview
PDF
MPRA_paper_26812.pdf

Download (282kB) | Preview

Abstract

The profit surface is a visualization technique for data computed from trading rules. I simulate price paths and operate the trading rules to compute cumulative returns for the rule under different specifications. The specifications are pairs of integers, filter lag lengths, so a contour plot is useful to display cumulative returns for more specifications than can be shown otherwise.

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.