ts_delta(ts_delta(close, 20), 5) / (ts_decay_linear(ts_delta(close, 20), 20) + 0.01)
ts_delta(ts_delta(ts_delta(close, 10), 10), 5) / (ts_std_dev(ts_delta(close, 10), 20) + 0.01)
ts_corr(close, ts_step(1), 60) / (ts_std_dev(close, 20) + 0.01)
ts_delta(close, 1) / (ts_max(high, 20) - ts_min(low, 20) + 0.01)
ts_delta(close, 10) / (ts_delta(close, 20) + 0.01) - ts_delta(close, 20) / (ts_delta(close, 30) + 0.01)
ts_mean(ts_rank(close, 20), 10) / (ts_std_dev(ts_rank(close, 20), 10) + 0.01)
ts_corr(close, ts_delta(close, 10), 30) * ts_delta(ts_delta(close, 10), 5)
ts_delta(ts_delta(close, 5), 3) / (close + 0.01)
1 / (ts_std_dev(ts_rank(ts_delta(close, 10), 20), 30) + 0.01)
ts_std_dev(ts_delta(close, 10), 20) / (abs(ts_mean(ts_delta(close, 10), 20)) + 0.01)
(close - ts_delay(close, 30)) / (ts_sum(abs(ts_delta(close, 1)), 30) + 0.01)
ts_delta(ts_decay_linear(volume * close, 20), 5) / (ts_mean(volume, 20) + 0.01)
ts_corr(ts_delta(close, 10), ts_delta(close, 30), 60) * ts_delta(close, 20)
ts_delta(ts_regression(close, ts_step(1), 60, 0, 1), 10)
log(ts_sum(abs(ts_delta(close, 1)), 20)) / (log(abs(ts_delta(close, 20)) + 0.01) + 0.01)
ts_delta(close, 5) / (ts_delay(close, 5) - ts_min(close, 20) + 0.01)
ts_delta(close, 10) / (ts_std_dev(close, 10) + 0.01)
ts_corr(close, volume, 20) * ts_delta(close, 10) / (ts_std_dev(close, 20) + 0.01)
ts_delta(ts_max(high, 20) - ts_min(low, 20), 5) / (ts_max(high, 20) - ts_min(low, 20) + 0.01)
ts_zscore(ts_delta(close, 10), 20) / (ts_std_dev(ts_delta(close, 5), 10) + 0.01)
group_mean(if_else(ts_std_dev(close, 20) < group_mean(ts_std_dev(close, 20), 1, sector), 1, 0), 1, sector)
1 / (group_mean(ts_std_dev(volume, 20), 1, sector) + 0.01)
group_mean(if_else(market_cap > group_mean(market_cap, 1, sector), ts_delta(close, 20), 0), market_cap, sector) / (group_mean(market_cap, 1, sector) + 0.01)
group_mean(ts_corr(close, ts_mean(close, 1), 60), 1, sector) / (ts_std_dev(close, 20) + 0.01)
group_mean(ts_delta(close, 20) / (ts_std_dev(close, 20) + 0.01), 1, sector)
group_neutralize(ts_delta(close, 10), sector) / (ts_std_dev(group_neutralize(ts_delta(close, 10), sector), 20) + 0.01)
group_mean(if_else(ts_delta(close, 5) < 0, ts_delta(close, 5), 0), 1, sector) / (ts_std_dev(close, 20) + 0.01)
group_mean(volume, 1, sector) / (group_mean(ts_std_dev(volume, 20), 1, sector) + 0.01)
1 / (group_mean(ts_std_dev(close, 5), 1, sector) + 0.01)
ts_delta(group_mean(ts_std_dev(close, 20), 1, sector), 10)
group_mean(ts_corr(close, ts_std_dev(close, 20), 30), 1, sector)
group_mean(if_else(close < ts_delay(close, 1), close / (ts_delay(close, 1) + 0.01), 1), 1, sector)
group_mean(ts_zscore(ts_delta(close, 10), 20), 1, sector) / (ts_std_dev(close, 20) + 0.01)
group_mean(ts_delta(close, 20), 1, sector) / (ts_mean(ts_delta(close, 20), 1) + 0.01)
group_mean(volume / (ts_std_dev(close, 20) + 0.01), 1, sector)
group_mean(ts_corr(close, ts_delay(close, 1), 20), 1, sector)
ts_delta(group_mean(ts_delta(close, 20) * market_cap, market_cap, sector), 10) / (group_mean(market_cap, 1, sector) + 0.01)
group_mean(ts_delta(ts_decay_linear(close * volume, 20) / (ts_decay_linear(volume, 20) + 0.01), 1, sector), 10)
group_mean(ts_delta(close, 1) / (ts_std_dev(close, 20) + 0.01), 1, sector)
group_mean(ts_corr(close, volume, 20), 1, sector)
group_mean(ts_delta(close, 20), market_cap, sector) - group_mean(ts_delta(close, 20), 1, sector)
group_mean(abs(group_rank(ts_delta(close, 20), sector) - 0.5), 1, sector) * 2
group_mean(if_else(group_rank(market_cap, sector) > 0.8, ts_delta(close, 20), 0), 1, sector)
ts_delta(group_mean(ts_delta(close, 5), market_cap, sector), 5) / (ts_delta(group_mean(ts_delta(close, 20), 1, sector), 5) + 0.01)
group_mean(ts_delay(ts_delta(close, 10), 5), market_cap, sector) / (ts_mean(ts_delta(close, 10), 1, sector) + 0.01)
ts_delta(group_neutralize(ts_delta(close, 1), sector), 10)
group_mean(ts_std_dev(close, 20), market_cap, sector) / (group_mean(ts_std_dev(close, 20), 1, sector) + 0.01)
group_mean(ts_delta(close, 20), market_cap, sector) - group_mean(ts_delta(close, 20), 1, sector)
group_mean(if_else(ts_delta(close, 5) > group_mean(ts_delta(close, 5), 1, sector), 1, 0), 1, sector)
ts_delta(group_mean(ts_delta(close, 10), market_cap, sector), 5)
group_mean(volume * close, market_cap, sector) / (group_mean(volume * close, 1, sector) + 0.01)
group_mean(ts_delta(close, 20) / (ts_std_dev(close, 20) + 0.01), market_cap, sector)
group_mean(ts_zscore(close, 60), market_cap, sector) - group_mean(ts_zscore(close, 60), 1, sector)
group_mean(abs(group_rank(ts_delta(close, 20), sector) - 0.5), 1, sector) * group_mean(ts_delta(close, 20), 1, sector)
group_mean(ts_delta(close, 20), if_else(market_cap > group_mean(market_cap, 1, sector), market_cap, 0), sector) - group_mean(ts_delta(close, 20), if_else(market_cap <= group_mean(market_cap, 1, sector), market_cap, 0), sector)
ts_delta(group_mean(if_else(group_rank(ts_delta(close, 10), sector) > 0.8, ts_delta(close, 10), 0), 1, sector), 5)
group_mean(if_else(ts_delta(close, 5) < 0, ts_delta(close, 5), 0), market_cap, sector) / (group_mean(if_else(ts_delta(close, 5) < 0, ts_delta(close, 5), 0), 1, sector) + 0.01)
ts_corr(group_mean(ts_delta(close, 5), 1, sector), group_mean(ts_delta(close, 10), 1, sector), 20)
ts_std_dev(group_mean(ts_delta(close, 10), market_cap, sector), 30) / (ts_std_dev(group_mean(ts_delta(close, 10), 1, sector), 30) + 0.01)
(close - ts_mean(close, 20)) / (ts_std_dev(close, 20) + 0.01)
ts_rank(volume, 60) / 60
(close - vwap) / (vwap + 0.01)
(ts_max(high, 60) - close) / (ts_max(high, 60) - ts_min(low, 60) + 0.01)
(close - ts_decay_linear(close * volume, 20) / (ts_decay_linear(volume, 20) + 0.01)) / (ts_std_dev(close, 20) + 0.01)
ts_sum(if_else(ts_delta(close, 1) > 0, ts_delta(close, 1), 0), 14) / (ts_sum(abs(ts_delta(close, 1)), 14) + 0.01)
if_else(close > ts_max(high, 20), 1, 0) * ts_delta(ts_rank(close, 20), 5)
ts_zscore(close, 5) - ts_zscore(close, 20)
ts_delta(volume, 1) / (ts_mean(volume, 20) + 0.01)
ts_corr(close, volume, 20) * (close - ts_mean(close, 20)) / (ts_std_dev(close, 20) + 0.01)
ts_std_dev(close, 5) / (ts_std_dev(close, 20) + 0.01)
ts_rank(close, 60) - 0.5
ts_corr(ts_delta(volume, 5), ts_delta(close, 5), 20) * (close - ts_mean(close, 20))
(ts_delta(close, 10) - group_mean(ts_delta(close, 10), 1, sector)) / (ts_std_dev(ts_delta(close, 10) - group_mean(ts_delta(close, 10), 1, sector), 20) + 0.01)
(close - ts_mean(close, 20)) / (ts_decay_linear(ts_std_dev(close, 20), 20) + 0.01)
-reverse(ts_delta(close, 10) - group_mean(ts_delta(close, 10), 1, sector)) / (ts_mean(abs(ts_delta(close, 10) - group_mean(ts_delta(close, 10), 1, sector)), 20) + 0.01)
(close * volume - ts_decay_linear(close * volume, 20)) / (ts_std_dev(close * volume, 20) + 0.01)
ts_rank(ts_std_dev(close, 20), 60) - 0.5
ts_delta(close, 3) / (ts_std_dev(close, 20) + 0.01)
ts_corr(close, volume, 20) * ts_zscore(close, 20) * ts_zscore(volume, 20)
group_mean(ts_delta(close, 20), 1, sector) - ts_mean(ts_delta(close, 20), 1)
ts_delay(group_mean(ts_delta(close, 10), 1, sector), 5) / (ts_mean(ts_delta(close, 10), 1) + 0.01)
ts_delta(group_mean(ts_corr(close, ts_std_dev(close, 20), 30), 1, sector), 10)
group_mean(ts_delta(close, 20), 1, sector) / (ts_mean(group_mean(ts_delta(close, 20), 1, sector), 5) + 0.01)
ts_corr(group_mean(ts_delta(close, 5), 1, sector), ts_mean(ts_delta(close, 5), 1), 30)
group_mean(ts_delta(close, 20), 1, sector) / (ts_mean(ts_delta(close, 20), 1) + 0.01)
ts_covariance(group_mean(ts_delta(close, 10), 1, sector), ts_mean(ts_delta(close, 10), 1), 30) / (ts_variance(ts_mean(ts_delta(close, 10), 1), 30) + 0.01)
ts_corr(group_mean(close, 1, sector), ts_mean(close, 1), 60)
ts_delta(group_mean(ts_delta(close, 10), 1, sector), 5) / (ts_delta(ts_mean(ts_delta(close, 10), 1), 5) + 0.01)
group_mean(ts_std_dev(close, 20), 1, sector) / (ts_mean(ts_std_dev(close, 20), 1) + 0.01)
group_mean(ts_delta(close, 20), 1, sector) - ts_delay(ts_mean(ts_delta(close, 20), 1), 5)
ts_arg_max(group_mean(ts_delta(close, 5), 1, sector), 20) / 20
group_mean(volume, 1, sector) / (ts_mean(volume, 1) + 0.01)
ts_corr(group_mean(if_else(ts_delta(close, 5) > 0, 1, 0), 1, sector), ts_mean(if_else(ts_delta(close, 5) > 0, 1, 0), 1), 30)
ts_std_dev(group_mean(ts_delta(close, 10), 1, sector) / (ts_mean(ts_delta(close, 10), 1) + 0.01), 30)
ts_delta(group_mean(ts_std_dev(close, 20), 1, sector), 10) / (ts_delta(ts_mean(ts_std_dev(close, 20), 1), 10) + 0.01)
ts_delta(group_mean(ts_delta(close, 20), 1, sector), 10) - ts_delta(ts_mean(ts_delta(close, 20), 1), 10)
ts_mean(group_mean(ts_delta(close, 10), 1, sector) / (ts_mean(ts_delta(close, 20), 1) + 0.01), 20)
group_mean(close, 1, sector) / (ts_mean(close, 1) + 0.01) - ts_delay(group_mean(close, 1, sector) / (ts_mean(close, 1) + 0.01), 20)
ts_decay_linear(group_mean(ts_delta(close, 10), 1, sector), 10) / (ts_decay_linear(ts_mean(ts_delta(close, 10), 1), 10) + 0.01)