OPEN-SOURCE SCRIPT
Returns Distribution Panel
Rolling skewness, excess kurtosis (Fisher) and the Jarque-Bera test statistic of the return distribution over a configurable window, with a normal-at-95% flag against the chi-square critical value (5.99, 2 df). Highlights regimes where returns deviate materially from normality, such as fat tails or strong skew. It does NOT generate buy or sell signals.
What it shows
- Rolling skewness and excess kurtosis of log returns
- Jarque-Bera statistic and a YES/NO normality verdict at 95%
Honest by design
- No buy/sell signals. The YES/NO is a normality verdict, not a trade call.
- Non-repainting: rolling moments on confirmed bars.
Open-source and MIT licensed.
Disclaimer: impersonal educational and analytics tool. This is not investment advice, not a personalised recommendation, and carries no performance guarantee. Past results do not predict future results. You are solely responsible for your own trading decisions.
What it shows
- Rolling skewness and excess kurtosis of log returns
- Jarque-Bera statistic and a YES/NO normality verdict at 95%
Honest by design
- No buy/sell signals. The YES/NO is a normality verdict, not a trade call.
- Non-repainting: rolling moments on confirmed bars.
Open-source and MIT licensed.
Disclaimer: impersonal educational and analytics tool. This is not investment advice, not a personalised recommendation, and carries no performance guarantee. Past results do not predict future results. You are solely responsible for your own trading decisions.
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。