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.
Perpustakaan Pine
Dalam semangat sebenar TradingView, penulis telah menerbitkan kod Pine ini sebagai satu perpustakaan sumber terbuka supaya pengaturcara Pine lain dari komuniti kami boleh menggunakannya semula. Sorakan kepada penulis! Anda boleh menggunakan perpustakaan ini secara peribadi atau dalam penerbitan sumber terbuka lain, tetapi penggunaan semula kod dalam penerbitan ini adalah dikawal oleh Peraturan dalaman.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.