OPEN-SOURCE SCRIPT
Diupdate

Kurtosis Model

725
Computes then models excess kurtosis tailedness expressed as a gaussian curve; additionally models a simple projection for acceleration & deceleration of the kurtosis and a decimal value derived from the distribution moment.


Options:
  • Lookback Window: 30/60D - Select between a 30 or 60 Day lookback window to calculate the curve
  • Curve Resolution: Expressed as an integer; adjusts the visual pixel resolution of the curve.
  • Enable/Disable Lower Band: Realized by Bernoulli Distribution; expressed as dotted line (customizable)
Catatan Rilis
Computes then models excess kurtosis tailedness expressed as a gaussian curve; additionally models a simple projection for acceleration & deceleration of the kurtosis and a decimal value derived from the distribution moment.


Options:
  • Lookback Window: 30/60D - Select between a 30 or 60 Day lookback window to calculate the curve
  • Curve Resolution: Expressed as an integer; adjusts the visual pixel resolution of the curve.
  • Enable/Disable Lower Band: Realized by Bernoulli Distribution; expressed as dotted line (customizable)
Catatan Rilis
FEATURE UPDATE:
  • Added simple training based on Neural Network principals
  • Added backtesting (uses lookback window for its sample length)
Catatan Rilis
Improvement:

  • Added 90 & 120 Bar lookback windows.

Pernyataan Penyangkalan

Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.