SkewOpt (Function)
DisclaimerThe SkewOpt function returns the optimizable skew for a set of values.
Syntax
SkewOpt(Price, Length, Mean, SDev)
Returns (Double)
A numeric value containing SkewOpt for the current bar. The function returns a zero if Length > 2 and Sdev < 0.
Parameters
|
Name |
Type |
Description |
|
Price |
Numeric |
Specifies which bar value (price, function, or formula) to use. |
|
Length |
Numeric |
Sets the number of bars to consider in the calculation. |
|
Mean |
Numeric |
Sets the average value for the calculation. |
|
SDev |
Numeric |
Sets the standard deviation. |
Example
Value1 = SkewOpt(24.50, 5, 22, 1);