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Multi-Bar Functions


Statistical measure of the heaviness of the tail of a distribution of values


Kurtosis(expr, count)


expr - data series formula

count - lookback period


Kurtosis is calculated in the way that Excel would calculate a KURT.P function if it had one, i.e., as if the set of count values is the entire population.

The specific formula used is shown below, in the "kurt" item:

This also illustrates how these statistical functions could be calculated in the Data Section of a script, though since they're provided built-in, there's no reason to do so.

This function supports ultra-fast one-pass calculation when used in the Data Section with a non-variable count.

See also StdDev and Skewness.




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