multiply(-1,multiply(if_else(greater(ts_sum(greater(ts_zscore(parkinson_volatility_30,60),2),22),10),ts_mean(subtract(divide(ts_delta(vwap,1),ts_delay(vwap,1)),group_mean(divide(ts_delta(vwap,1),ts_delay(vwap,1)),1,pv13_hierarchy_min30_sector)),22),0),group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector)))

ts_zscore(parkinson_volatility_30,60)

group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector)

ts_mean(ts_delta(vwap,1),22)

subtract(divide(ts_delta(vwap,1),ts_delay(vwap,1)),group_mean(divide(ts_delta(vwap,1),ts_delay(vwap,1)),1,pv13_hierarchy_min30_sector))

ts_corr(vwap,parkinson_volatility_30,30)

ts_rank(vwap,22)

group_rank(fscore_bfl_total,pv13_hierarchy_min30_sector)

ts_std_dev(divide(ts_delta(vwap,1),ts_delay(vwap,1)),20)

multiply(ts_zscore(parkinson_volatility_30,60),group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector))

if_else(greater(ts_mean(ts_delta(vwap,1),20),0),group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector),0)

ts_sum(greater(ts_delta(vwap,1),0),10)

group_mean(divide(ts_delta(vwap,1),ts_delay(vwap,1)),1,pv13_hierarchy_min30_sector)

ts_av_diff(vwap,5)

subtract(ts_mean(vwap,10),ts_mean(vwap,30))

multiply(ts_rank(vwap,20),group_rank(fscore_bfl_total,pv13_hierarchy_min30_sector))

ts_delta(parkinson_volatility_30,5)

if_else(less(ts_zscore(parkinson_volatility_30,60),-2),ts_mean(ts_delta(vwap,1),10),0)

group_scale(fscore_bfl_total,pv13_hierarchy_min30_sector)

ts_covariance(vwap,parkinson_volatility_30,30)

multiply(sign(ts_delta(vwap,1)),group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector))

ts_decay_linear(divide(ts_delta(vwap,1),ts_delay(vwap,1)),10)

subtract(ts_mean(vwap,5),ts_mean(vwap,20))

if_else(greater(ts_sum(less(ts_delta(vwap,1),0),5),1),group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector),0)

ts_product(divide(ts_delta(vwap,1),ts_delay(vwap,1)),5)

multiply(ts_zscore(vwap,20),ts_zscore(parkinson_volatility_30,20))

group_neutralize(divide(ts_delta(vwap,1),ts_delay(vwap,1)),pv13_hierarchy_min30_sector)

ts_backfill(vwap,5)

if_else(greater(ts_std_dev(divide(ts_delta(vwap,1),ts_delay(vwap,1)),10),0.05),1,0)

multiply(ts_mean(ts_delta(vwap,1),10),group_mean(fscore_bfl_total,1,pv13_hierarchy_min30_sector))

ts_arg_max(vwap,10)

ts_arg_min(vwap,10)

subtract(ts_max(vwap,10),ts_min(vwap,10))

multiply(if_else(greater(ts_delta(vwap,1),0),1,-1),group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector))