indicatore Curtosi

[fnet]

Salve,
.....

Max Francario

grazie Max

intanto curtosi rivisto

INPUTS: @price(CLOSE), @periods(21)


SET m = AVG(@price, 21)
SET dv = StandardDeviations(@price, 21, 1, SIMPLE)


SET f1 = 21*(21+1)/(21-1)/(21-2)/(21-3)
SET f2 = 3*POW(20, 2)/19/18


SET k0 = POW((@price-m)/dv, 4) 
SET k1 = POW((REF(@price, 1)-m)/dv, 4)
SET k2 = POW((REF(@price, 2)-m)/dv, 4)
SET k3 = POW((REF(@price, 3)-m)/dv, 4)
SET k4 = POW((REF(@price, 4)-m)/dv, 4)
SET k5 = POW((REF(@price, 5)-m)/dv, 4)
SET k6 = POW((REF(@price, 6)-m)/dv, 4)
SET k7 = POW((REF(@price, 7)-m)/dv, 4)
SET k8 = POW((REF(@price, 8)-m)/dv, 4)
SET k9 = POW((REF(@price, 9)-m)/dv, 4)
SET k10 = POW((REF(@price, 10)-m)/dv, 4)
SET k11 = POW((REF(@price, 11)-m)/dv, 4)
SET k12 = POW((REF(@price, 12)-m)/dv, 4)
SET k13 = POW((REF(@price, 13)-m)/dv, 4)
SET k14 = POW((REF(@price, 14)-m)/dv, 4)
SET k15 = POW((REF(@price, 15)-m)/dv, 4)
SET k16 = POW((REF(@price, 16)-m)/dv, 4)
SET k17 = POW((REF(@price, 17)-m)/dv, 4)
SET k18 = POW((REF(@price, 18)-m)/dv, 4)
SET k19 = POW((REF(@price, 19)-m)/dv, 4)
SET k20 = POW((REF(@price, 20)-m)/dv, 4)




SET precurtosi = (k0+k1+k2+k3+k4+k5+k6+k7+k8+k9+k10+k11+k12+k13+k14+k15+k16+k17+k18+k19+k20)


SET curtosi = f1 * precurtosi - f2


SET PLOT1 = curtosi

e indicatore skew

INPUTS: @price(CLOSE), @periods(21)


SET m = AVG(@price, 21)
SET dv = StandardDeviations(@price, 21, 1, SIMPLE)


SET f1 = 21/((21-1)*(21-2))


SET k0 = POW((@price-m)/dv, 3) 
SET k1 = POW((REF(@price, 1)-m)/dv, 3)
SET k2 = POW((REF(@price, 2)-m)/dv, 3)
SET k3 = POW((REF(@price, 3)-m)/dv, 3)
SET k4 = POW((REF(@price, 4)-m)/dv, 3)
SET k5 = POW((REF(@price, 5)-m)/dv, 3)
SET k6 = POW((REF(@price, 6)-m)/dv, 3)
SET k7 = POW((REF(@price, 7)-m)/dv, 3)
SET k8 = POW((REF(@price, 8)-m)/dv, 3)
SET k9 = POW((REF(@price, 9)-m)/dv, 3)
SET k10 = POW((REF(@price, 10)-m)/dv, 3)
SET k11 = POW((REF(@price, 11)-m)/dv, 3)
SET k12 = POW((REF(@price, 12)-m)/dv, 3)
SET k13 = POW((REF(@price, 13)-m)/dv, 3)
SET k14 = POW((REF(@price, 14)-m)/dv, 3)
SET k15 = POW((REF(@price, 15)-m)/dv, 3)
SET k16 = POW((REF(@price, 16)-m)/dv, 3)
SET k17 = POW((REF(@price, 17)-m)/dv, 3)
SET k18 = POW((REF(@price, 18)-m)/dv, 3)
SET k19 = POW((REF(@price, 19)-m)/dv, 3)
SET k20 = POW((REF(@price, 20)-m)/dv, 3)


SET preskew = (k0+k1+k2+k3+k4+k5+k6+k7+k8+k9+k10+k11+k12+k13+k14+k15+k16+k17+k18+k19+k20)


SET skew = f1 * preskew


SET PLOT1 = skew