What is the input for the "range" parameter in the Skewness( ARRAY, range, population = True) and Kurtosis( ARRAY, range, population = True) formulas? Can't find anywhere in the documentation...
I'm yet to test it but its just what i think for now.
In MS Excel you can select the data points manually but in AFL you have to pass a specific array of size BarCount.
Range should allow you to specify how many recent bars to use instead of all the data.
Will test and revert.
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@paraty, these two functions have a similar signature to StDev( ARRAY, periods , Population = True ).
In the above linked documentation, in the Syntax: line the second parameter is called "periods" but then in the Function: section it is named as "range":
StDev( Array, range, False ) - works the same as Excel's STDEV
StDev( Array, range, True ) - works the same as Excel's STDEV.P
So I suppose that @travick is right.
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Thank you; range in this formula means # of periods or # of bars. I wonder why 2 different names for the same parameter....
I think that there's no mistery in this. The parameters used in the MA, StDev, Kurtosis and Skewness (AKA, the first four statistical moments) represent the data you are operating with:
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In statistics: The set of data elements, xi you are studying.
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In Excel: The range of the worksheet containing the data.
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In Amibroker: The ARRAY of data you want the formula to be applied (first parameter), and how many data points of it you want to use (or periods, second parameter).
It seems that Amibroker's documentation have inadvertently mixed "range" and "periods" in this two functions...