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
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/26812/3/MPRA_paper_26812.pdf original version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:26812

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().