Kurtosis Technical Analysis and Kurtosis Trading Signals

This indicator is used to help determine the sentiment of the market.

It is calculated in 3 parts.

• Kurtosis portion
• Fast Kurtosis
• Fast/Slow Kurtosis

Kurtosis portion is calculated using the formula:

K = n-periods momentum - n-periods momentum of 1 bar before (current commodities price bar's momentum value minus the previous commodities price bar's momentum value)

Fast Kurtosis portion is calculated using the formula:

FK = n-periods moving average of K

The Fast/Slow Kurtosis portion is calculated using the formula:

FSK = n-periods moving average of FK

Commodity Analysis & How to Generate Trading Signals

Bullish Signal - A buy signal is generated when the indicator crosses above zero.

Bearish Signal - A sell signal is generated when the indicator crosses below zero.

Analysis in Commodity Trading