Asymmetry of the last 20 one-bar returns; negative means fatter losses.
Preview
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What it measures
The asymmetry of recent returns; negative means the losses are the fatter tail.
- Inputs
- Length 20
- Output
- A line, as a ratio
- Feeds
- Risk and sizing rules
- Warm-up
- 21 bars before its first reading
- Updates
- When each bar closes
- Filters entries
- No. It’s measured and charted, and doesn’t change which entries are taken.
- Part of
- Return Skew
- Also known as
- Skewness