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Introduction of the Profit Surface

Peter Bell ()

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Mathematics; Finance; Trading; Moving Average (search for similar items in EconPapers)
JEL-codes: A39 E37 (search for similar items in EconPapers)
Date: 2010-11-17
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