RealTest User Guide
RealTest User Guide

 

 

Navigation: RealTest Script Language > Syntax Element Details >

TradeStatSkew

 

 

 

 

Category

Trade Statistics Functions

Description

The skewness of trade record values for the most recent N trades or for all trades

Syntax

TradeStatSkew(value, count, symbol)

Parameters

value - trade value formula

count - number of recent trades to include, or all trades if omitted

symbol - specific symbol to include, or all symbols if omitted

Notes

Skewness measures the asymmetry of the trade value distribution: positive values indicate a longer right tail (a few unusually large winners), negative values a longer left tail (a few unusually large losers).

See the link above for important information about this function category.

Example

ReturnSkew: TradeStatSkew(T.NetPct)

Skewness of the distribution of trade returns.

 

 

 

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