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.
진정한 TradingView 정신에 따라, 저자는 이 파인 코드를 다른 파인 프로그래머들이 재사용할 수 있도록 오픈 소스 라이브러리로 공개했습니다. 저자에게 박수를 보냅니다! 이 라이브러리는 개인적으로 사용하거나 다른 오픈 소스 출판물에서 사용할 수 있지만, 이 코드를 출판물에서 재사용하는 것은 하우스 룰에 의해 관리됩니다.