Re: [EquisMetaStock Group] Re: skewness & kurtosis

["Dusant" <dusant@xxxxxxxxxxxxxxxxxx>]

Fulvio,
 
If I remember correctly, fisher kurtosis is a 
complex math function method to see how much the sample has deviated from its 
previous nth instance.
 
I have plotted the code posted by you, and I find 
it giving no more additional information. In fact it is very 
jagged.
 
In my humble opinion, a simple kurtosis like this 
code:
 
Mov( Mov( Mo( 4) - Ref( Mo( 4), -1), 50, E), 10, 
S)
 
should be more helpful.
 
DusantChief Architect<A 
href="">http://www.candlestrength.com/
<BLOCKQUOTE dir=ltr 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Fulvio 
  To: <A 
  title=equismetastock@xxxxxxxxxxxxxxx 
  href="">equismetastock@xxxxxxxxxxxxxxx 
  
  Sent: Saturday, May 22, 2004 4:00 
PM
  Subject: Re: [EquisMetaStock Group] Re: 
  skewness & kurtosis
  
  I've solved in this way:
   
  media:=Mov(C,5,S); 
  M4:=(Power(media-C,4)+Power(media-Ref(C,-1),4)+Power(media-Ref(C,-2),4)+Power(media-Ref(C,-3),4)+Power(media-Ref(C,-4),4))/5; 
  Fisherkurtosis:=M4/Power( Stdev(c,5),4)-3
   
  But why <FONT 
  face=Arial>Sum(Power(media-C,4),5)/5 is 
  <> from 
  (Power(media-C,4)+Power(media-Ref(C,-1),4)+Power(media-Ref(C,-2),4)+Power(media-Ref(C,-3),4)+Power(media-Ref(C,-4),4))/5    
      ???
   
  Thanks,
  Fulvio







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