moments

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Moments describe the shape features of a distribution. There are four essential Moments: Mean, Variance, Skewness, Kurtosis . The Moments of returns can provide a comprehensive view of the tendency, volatility , and risk of the market . It's important for traders to know these statistical properties of the instrument before trading them. █ OVERVIEW The...

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Library "HurstExponent" Library to calculate Hurst Exponent refactored from Hurst Exponent - Detrended Fluctuation Analysis demean(src) Calculates a series subtracted from the series mean.   Parameters:      src : The series used to calculate the difference from the mean (e.g. log returns).   Returns: The series subtracted from the series mean ...

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Library "Moments" Based on Moments (Mean,Variance,Skewness,Kurtosis) . Rewritten for Pinescript v5. logReturns(src) Calculates log returns of a series (e.g log percentage change)   Parameters:      src : Source to use for the returns calculation (e.g. close).   Returns: Log percentage returns of a series mean(src, length) Calculates the mean of a...