MetaStock™ Zone Forum & FAQ Artykuły Linki Elliott Waves EasyLanguage™ Zone

A B C D E F G H I J K L M N O P R S T U V W Y Z #

Kurtosis Indicator
rev. 01/06/97

The Kurtosis is a market sentiment indicator. The MetaStock formula for the Kurtosis is as follows:

Kurtosis Indicator

Mov(Mov(Mo(3)-Ref(Mo(3),-1),66,E),3,S)

The Kurtosis is constructed from three different parts.
The Kurtosis, the Fast Kurtosis(FK), and the Fast/Slow Kurtosis(FSK).

The Kurtosis(K) portion of this calculation is mo(3)-ref(mo(3),-1).
Which is today's Kurtosis - yesterday's Kurtosis.

The Fast Kurtosis(FK) is mov(K,66,E) mov(mo(3)-ref(mo(3),-1,66,E).
Which is the Kurtosis smoothed with a 66 period exponential movingaverage.

The Fast/Slow Kurtosis(FSK) is the complete formula mov(mov(mo(3)-ref(mo(3),-1),66,E),3,S).
Which is the FK smoothed with 3 period simple moving average.

**You may want to experiment with different time periods to optimize the results.
For example, to calculate a 4 period Kurtosis, a 50 period FK and a10 period FSK, use the following formula:

mov(mov(mo(4)-ref(mo(4),-1),50,E),10,S)


Kurtosis Indicator

KP:= Input("Kurtosis Period -",1,30,3);
FK:= Input("Fast Kurtosis -",1,500,50);
FSK:= Input("Fast/Slow Kurtosis -",1,50,6);
Mov(Mov(Mo(KP)-Ref(Mo(4),-1),FK,E),FSK,S)

 

Source / From: TOP
http://www.equis.com

Equis and MetaStock® and MetaStock Professional® are registered trademarks of Equis International. Achelis Binary Wave®, The DownLoader®,
Expert Advisor®, OptionScope®, Quotecenter® and Smart Charts® are trademarks of Equis International, a Thomson Reuters company.

TradeStation® Pro, TradeStation® 2000i, OptionStation®, SuperCharts®, PowerEditor® and EasyLanguage®
are registered trademarks of TradeStation Technologies, Inc. Other names and marks referred to are the property of their respective owners.

All information provided on this website is for educational purposes only. Trading involves risk, including possible loss of principal and other losses.

Ten i inne materiały na tej stronie zostały zamieszczone zostały jedynie w celach edukacyjnych, nie ponoszę żadnej odpowiedzialno¶ci za ich stosowanie.

Gra na giełdzie i rynkach walutowych (FOREX) niesie ze sob± ryzyko poważnych strat finansowych!