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Munich Personal RePEc Archive

Introduction of the Profit Surface

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

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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.

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