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Category
Multi-Bar Functions
Description
Statistical measure of the heaviness of the tail of a distribution of values
Syntax
Kurtosis(expr, count)
Parameters
expr - data series formula
count - lookback period
Notes
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:
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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 one-pass calculation when used in the Data Section with a non-variable count.
See also StdDev and Skewness.
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