FSK (Fast and Slow Kurtosis)

FSK.efs                                                                                    EFSLibrary - Discussion Board

File Name: FSK.efs

Description:
FSK (Fast and Slow Kurtosis)

 

Formula Parameters:
BuyZone : 0

 

Notes:
This indicator plots the Fast & Slow Kurtosis. The Kurtosis is a market
sentiment indicator. The Kurtosis is constructed from three different parts.
The Kurtosis, the Fast Kurtosis(FK), and the Fast/Slow Kurtosis(FSK).

 

Download File:
FSK.efs




EFS Code:

/*********************************
Provided By:  
    eSignal (Copyright c eSignal), a division of Interactive Data 
    Corporation. 2008. All rights reserved. This sample eSignal 
    Formula Script (EFS) is for educational purposes only and may be 
    modified and saved under a new file name.  eSignal is not responsible
    for the functionality once modified.  eSignal reserves the right 
    to modify and overwrite this EFS file with each new release.

Description:        
    FSK (Fast and Slow Kurtosis) 
    
Version:            1.0  01/12/2009

Formula Parameters:                     Default:
    BuyZone                             0 

Notes:
    This indicator plots the Fast & Slow Kurtosis. The Kurtosis is a market
    sentiment indicator. The Kurtosis is constructed from three different parts.
    The Kurtosis, the Fast Kurtosis(FK), and the Fast/Slow Kurtosis(FSK).

**********************************/

var fpArray = new Array();
var bInit = false;

function preMain() {
    setStudyTitle("FSK (Fast and Slow Kurtosis)");
    setCursorLabelName("FK", 0);
    setCursorLabelName("FSK", 1);
    setDefaultBarFgColor(Color.blue, 0);
    setDefaultBarFgColor(Color.red, 1);

    var x=0;
    fpArray[x] = new FunctionParameter("BuyZone", FunctionParameter.NUMBER);
	with(fpArray[x++]){
        setLowerLimit(1);		
        setDefault(0);
    }
}

var xMOM_R = null;
var xMOM_RAvr = null;
var xMOM_RWAvr = null;

function main(BuyZone) {
var nState = getBarState();

    if (nState == BARSTATE_ALLBARS) {
        if (BuyZone == null) BuyZone = 0;
    }    
    
    if ( bInit == false ) { 
        xMOM_R = mom(1, mom(3));
        xMOM_RAvr = ema(65, xMOM_R);
        xMOM_RWAvr = wma(3, xMOM_RAvr);
        addBand(BuyZone,PS_SOLID,1,Color.green, "0");
        bInit = true; 
    } 
    
    if (getCurrentBarCount() < 65) return;
    
    return new Array(xMOM_RAvr.getValue(0), xMOM_RWAvr.getValue(0));
}