PINE LIBRARY
Moments

Library "Moments"
Based on Moments (Mean,Variance,Skewness,Kurtosis) [pig]. 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 series using ta.sma
Parameters:
src: Source to use for the mean calculation (e.g. close).
length: Length to use mean calculation (e.g. 14).
Returns: The sma of the source over the length provided.
variance(src, length) Calculates the variance of a series
Parameters:
src: Source to use for the variance calculation (e.g. close).
length: Length to use for the variance calculation (e.g. 14).
Returns: The variance of the source over the length provided.
standardDeviation(src, length) Calculates the standard deviation of a series
Parameters:
src: Source to use for the standard deviation calculation (e.g. close).
length: Length to use for the standard deviation calculation (e.g. 14).
Returns: The standard deviation of the source over the length provided.
skewness(src, length) Calculates the skewness of a series
Parameters:
src: Source to use for the skewness calculation (e.g. close).
length: Length to use for the skewness calculation (e.g. 14).
Returns: The skewness of the source over the length provided.
kurtosis(src, length) Calculates the kurtosis of a series
Parameters:
src: Source to use for the kurtosis calculation (e.g. close).
length: Length to use for the kurtosis calculation (e.g. 14).
Returns: The kurtosis of the source over the length provided.
skewnessStandardError(sampleSize) Estimates the standard error of skewness based on sample size
Parameters:
sampleSize: The number of samples used for calculating standard error.
Returns: The standard error estimate for skewness based on the sample size provided.
kurtosisStandardError(sampleSize) Estimates the standard error of kurtosis based on sample size
Parameters:
sampleSize: The number of samples used for calculating standard error.
Returns: The standard error estimate for kurtosis based on the sample size provided.
skewnessCriticalValue(sampleSize) Estimates the critical value of skewness based on sample size
Parameters:
sampleSize: The number of samples used for calculating critical value.
Returns: The critical value estimate for skewness based on the sample size provided.
kurtosisCriticalValue(sampleSize) Estimates the critical value of kurtosis based on sample size
Parameters:
sampleSize: The number of samples used for calculating critical value.
Returns: The critical value estimate for kurtosis based on the sample size provided.
Based on Moments (Mean,Variance,Skewness,Kurtosis) [pig]. 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 series using ta.sma
Parameters:
src: Source to use for the mean calculation (e.g. close).
length: Length to use mean calculation (e.g. 14).
Returns: The sma of the source over the length provided.
variance(src, length) Calculates the variance of a series
Parameters:
src: Source to use for the variance calculation (e.g. close).
length: Length to use for the variance calculation (e.g. 14).
Returns: The variance of the source over the length provided.
standardDeviation(src, length) Calculates the standard deviation of a series
Parameters:
src: Source to use for the standard deviation calculation (e.g. close).
length: Length to use for the standard deviation calculation (e.g. 14).
Returns: The standard deviation of the source over the length provided.
skewness(src, length) Calculates the skewness of a series
Parameters:
src: Source to use for the skewness calculation (e.g. close).
length: Length to use for the skewness calculation (e.g. 14).
Returns: The skewness of the source over the length provided.
kurtosis(src, length) Calculates the kurtosis of a series
Parameters:
src: Source to use for the kurtosis calculation (e.g. close).
length: Length to use for the kurtosis calculation (e.g. 14).
Returns: The kurtosis of the source over the length provided.
skewnessStandardError(sampleSize) Estimates the standard error of skewness based on sample size
Parameters:
sampleSize: The number of samples used for calculating standard error.
Returns: The standard error estimate for skewness based on the sample size provided.
kurtosisStandardError(sampleSize) Estimates the standard error of kurtosis based on sample size
Parameters:
sampleSize: The number of samples used for calculating standard error.
Returns: The standard error estimate for kurtosis based on the sample size provided.
skewnessCriticalValue(sampleSize) Estimates the critical value of skewness based on sample size
Parameters:
sampleSize: The number of samples used for calculating critical value.
Returns: The critical value estimate for skewness based on the sample size provided.
kurtosisCriticalValue(sampleSize) Estimates the critical value of kurtosis based on sample size
Parameters:
sampleSize: The number of samples used for calculating critical value.
Returns: The critical value estimate for kurtosis based on the sample size provided.
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Pine腳本庫
秉持 TradingView 一貫的共享精神,作者將此 Pine 程式碼發佈為開源庫,讓社群中的其他 Pine 程式設計師能夠重複使用。向作者致敬!您可以在私人專案或其他開源發佈中使用此庫,但在公開發佈中重複使用該程式碼需遵守社群規範。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。