Here they are. Note that there are four indicators, the exact and
approximated kurtosis and bias. Just cut on the dotted lines.
PS: Is it this difficult to get previous posts? There are a few posts
that I have in the back of my mind that I want to retrieve at a later
stage. I know I struggled with this before, but hoped you could just
search for say 'Kurtosis' somewhere and get all the related posts.
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
----8<-----------------------------------
{Kurtosis Exact Metastock code
-----------------------------
MG Ferreira
http://www.ferra4models.com
For personal use only}
xx := INDICATOR;
ll := Input("Kurtosis length:",1,20,20);
yy := ROC(xx,1,%);
mm := Mov(yy,ll,S);
ss := Power(yy-mm,4)+
Power((Ref(yy,-1)-mm)*(ll>1),4)+
Power((Ref(yy,-2)-mm)*(ll>2),4)+
Power((Ref(yy,-3)-mm)*(ll>3),4)+
Power((Ref(yy,-4)-mm)*(ll>4),4)+
Power((Ref(yy,-5)-mm)*(ll>5),4)+
Power((Ref(yy,-6)-mm)*(ll>6),4)+
Power((Ref(yy,-7)-mm)*(ll>7),4)+
Power((Ref(yy,-8)-mm)*(ll>8),4)+
Power((Ref(yy,-9)-mm)*(ll>9),4)+
Power((Ref(yy,-10)-mm)*(ll>10),4)+
Power((Ref(yy,-11)-mm)*(ll>11),4)+
Power((Ref(yy,-12)-mm)*(ll>12),4)+
Power((Ref(yy,-13)-mm)*(ll>13),4)+
Power((Ref(yy,-14)-mm)*(ll>14),4)+
Power((Ref(yy,-15)-mm)*(ll>15),4)+
Power((Ref(yy,-16)-mm)*(ll>16),4)+
Power((Ref(yy,-17)-mm)*(ll>17),4)+
Power((Ref(yy,-18)-mm)*(ll>18),4)+
Power((Ref(yy,-19)-mm)*(ll>19),4);
ll*(ll+1)*ss/(Power(Stdev(yy,ll)*Sqrt(ll/(ll-1)),4)*(ll-1)*(ll-2)*(ll-3))-3*(ll-1)*(ll-1)/((ll-2)*(ll-3))
----8<-----------------------------------
{Kurtosis Approx Metastock code
------------------------------
MG Ferreira
http://www.ferra4models.com
For personal use only}
xx := INDICATOR;
ll := Input("Kurtosis length:",1,9999,50);
yy := ROC(xx,1,%);
mm := Mov(yy,ll,S);
dd := yy - mm;
ll*(ll+1)*Sum(Power(dd,4),ll)/(Power(Stdev(yy,ll)*Sqrt(ll/(ll-1)),4)*(ll-1)*(ll-2)*(ll-3))-3*(ll-1)*(ll-1)/((ll-2)*(ll-3))
----8<-----------------------------------
{Bias Exact Metastock code
-------------------------
MG Ferreira
http://www.ferra4models.com
For personal use only}
xx := INDICATOR;
ll := Input("Bias length:",1,20,20);
yy := ROC(xx,1,%);
mm := Mov(yy,ll,S);
ss := Power(yy-mm,3)+
Power((Ref(yy,-1)-mm)*(ll>1),3)+
Power((Ref(yy,-2)-mm)*(ll>2),3)+
Power((Ref(yy,-3)-mm)*(ll>3),3)+
Power((Ref(yy,-4)-mm)*(ll>4),3)+
Power((Ref(yy,-5)-mm)*(ll>5),3)+
Power((Ref(yy,-6)-mm)*(ll>6),3)+
Power((Ref(yy,-7)-mm)*(ll>7),3)+
Power((Ref(yy,-8)-mm)*(ll>8),3)+
Power((Ref(yy,-9)-mm)*(ll>9),3)+
Power((Ref(yy,-10)-mm)*(ll>10),3)+
Power((Ref(yy,-11)-mm)*(ll>11),3)+
Power((Ref(yy,-12)-mm)*(ll>12),3)+
Power((Ref(yy,-13)-mm)*(ll>13),3)+
Power((Ref(yy,-14)-mm)*(ll>14),3)+
Power((Ref(yy,-15)-mm)*(ll>15),3)+
Power((Ref(yy,-16)-mm)*(ll>16),3)+
Power((Ref(yy,-17)-mm)*(ll>17),3)+
Power((Ref(yy,-18)-mm)*(ll>18),3)+
Power((Ref(yy,-19)-mm)*(ll>19),3);
ll*ss/(Power(Stdev(yy,ll)*Sqrt(ll/(ll-1)),3)*(ll-1)*(ll-2))
----8<-----------------------------------
{Bias Approx Metastock code
--------------------------
MG Ferreira
http://www.ferra4models.com
For personal use only}
xx := INDICATOR;
ll := Input("Bias length:",1,9999,50);
yy := ROC(xx,1,%);
mm := Mov(yy,ll,S);
dd := yy-mm;
ll*Sum(Power(dd,3),ll)/(Power(Stdev(yy,ll)*Sqrt(ll/(ll-1)),3)*(ll-1)*(ll-2))
----8<-----------------------------------
--- In equismetastock@xxxxxxxxxxxxxxx, Khamsina <Khamsina11@xxxx> wrote:
Hi MG,
One month ago, you posted the "Skewness" and "Kurtosis" codes.
Unfortunately, my computer crashed and I did not have time to save them.
I perused the Yahho archives but I just can't retrieve them.
Might you post them again ?
Thanks in advance,
Marco
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