The kurtosis of trade record values for the most recent N trades or for all trades
Syntax
TradeStatKurt(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
This is excess kurtosis, so a normal distribution returns 0. Positive values indicate fatter tails (more frequent extreme trades) than a normal distribution.
See the link above for important information about this function category.
Example
ReturnKurt: TradeStatKurt(T.NetPct)
Excess kurtosis of the distribution of trade returns.
