Trend visualization

Double moving averages are commonly used to identify trends within capital markets. In this paper, a novel analysis technique is presented which is based upon plotting the returns associated with thousands of different double moving average trading rules for a time series. The resulting plots are useful for gaining an understanding of the trends contained within the time series. The analysis technique, which is referred to as trend visualization, is also useful for selecting the appropriate parameters for double moving average trading systems. In this paper, the technique is used to investigate trends within the foreign currency spot market