# Expanding Visualization of published system edges (R)

**Intelligent Trading**, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)

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I happened to be looking over a revised text of a systems author I happen to follow. I will be a bit vague about specifics, as the system itself is based on well know ideas, but I’ll leave the reader to research related systems. The basic message illustrated in this post, is that I often make an effort to look at different viewpoints of system related features that are not always explored in the texts.

Fig 1. BarGraph Illustration showing 0.48% average weekly gain given conditional system parameters, over arbitrary trades giving 0.2% average return per week over same 14 yr. period.

For example, the following system is based upon buying at pullbacks of a certain equity series and holding for a week. In the book, a bargraph is shown illustrating the useful edge of about 0.48%/trade vs. simply buying and holding for 0.2%/trade. Although, the edge is useful and demonstrated well in the bargraph illustration, it can be useful to look at the system performance from various different perspectives.

As an example, we might wonder how the system unfolded over time. In order to look at this, we can plot a time series representation of the system’s equity curve (assuming 100% compounding, no slippage, and no fractional sizing). The curve is shown compared to a straw-broom plot of 100 monte carlo simulation paths of the true underlying data, comprised of randomly and uniformly selected data over the same period.

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**Intelligent Trading**.

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