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h1 = figure;
set(h1,'WindowStyle','Docked');
hold on;
surf(PortFolioValue);
shading interp;
set(gca,'YTick',linspace(1 , NumberOfMultiplierStep ,5)');
set(gca,'YTickLabel',num2str( linspace(1 , MaxMultiplier,5)') );
dateaxis('x',12,StartDate);
PlotTitle = ['BackTesting from ' datestr(StartDate,'dd/mm/yyyy') ' to ' datestr(EndDate,'dd/mm/yyyy')];
title(PlotTitle);
zlabel('Performance, on a 100 basis');
zlim([0.8 * Floor 1.2 * max(max(PortFolioValue))]);
ylim([1 NumberOfMultiplierStep]);
xlim([1 TimeLength-1]);
%zlim([50 max(PercentageOfTradingDates)*1.2]);
grid on;
ViewPoint = [0.7986 -0.6018 0.0000 -0.0984; 0.2825 0.3749 0.8829 -0.7702; ...
0.5314 0.7052 -0.4695 8.2767; 0 0 0 1.0000];
view(ViewPoint);
%% Plot the risky asset path
XCoor = (NumberOfMultiplierStep) * ones(TimeLength,1);
plot3(1 : TimeLength,XCoor ,NormalizedPrices);
topValue = max(zlim);
%zlim([1 topValue]); |
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