Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=66045
Forum: 48 · Topic 66045 · 1 post(s)
Alexander.Gettinger · Wed May 02, 2018 11:42 am
The Kurtosis is a market sentiment indicator. The formula for the Kurtosis is as follows:
MVA(3) of EMA (66) of ( Momentum[period] - Momentum[period-1] ).
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