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.
Biblioteca Pine
Siguiendo fielmente el espíritu TradingView, el autor ha publicado este código Pine como una biblioteca de código abierto, permitiendo que otros programadores de Pine en nuestra comunidad lo utilicen de nuevo. ¡Olé por el autor! Puede utilizar esta biblioteca de forma privada o en otras publicaciones de código abierto, pero tenga en cuenta que la reutilización de este código en una publicación se rige por las Normas internas.
Exención de responsabilidad
La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.