Below is a 3D graph of a system using both a moving average DMI parameter optimization results versus net profit for a portfolio.
I got this off
(www)tradersedgesystems.com/aiq/traderstips/aug09/TradersStudio/Figure-3-3D-Parameter-Map.gif
It just begins to show the possibilities we could have with 3d graphs.
It would help us to know how sensitive our optmized parameters are to any changes in another parameter our systems work with or any market characteristic (e.g. volatility) or any of our Trade statistics (e.g. profit factor)....and would enhance our analytics.
Other additions you could make;
- A PORTFOLIO CUMULATIVE GRAPH FOR ALL TRADED INSTRUMENTS!
-R Multiples (please google Trading Blox User's Guide)
-R-Multiple Profit Contribution Graph
-Ulcer Performance Index (because we dont care too much about the evils of upward portfolio volatilities)
-Variability of trade returns on different timeframes... which to employ- 60 min or 30 min or both?...- the answer depends on how much the returns vary/correlate.
-Calculations for Leveraged/Margin trading returns
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