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251 lines
9.5 KiB
251 lines
9.5 KiB
if_else(ts_std_dev(returns, 20) > 0.02, ts_delta(close, 5), ts_delta(close, 20))
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group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4"))
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multiply(ts_corr(group_mean(ts_delta(close, 1), 1, sector), ts_delta(close, 1), 30), ts_delta(close, 10))
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multiply(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), ts_mean(ts_delta(close, 1), 20))
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divide(ts_delta(close, 10), ts_std_dev(returns, 20))
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if_else(rank(volume) > 0.7, ts_delta(close, 5), ts_delta(close, 20))
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multiply(ts_rank(volume, 10), ts_delta(close, 10))
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if_else(ts_rank(ts_std_dev(returns, 60), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 60))
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group_mean(ts_delta(close, 30) / ts_std_dev(returns, 60), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_delta(ts_delta(close, 5), 5)
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multiply(ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30), ts_delta(close, 10))
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if_else(ts_mean(returns, 20) > 0, ts_delta(close, 10), reverse(ts_delta(close, 10)))
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ts_mean(ts_delta(close, 1), 20)
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group_mean(if_else(rank(ts_delta(close, 5)) > 0.8, 1, -1), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_decay_linear(returns, 20)
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multiply(ts_rank(ts_delta(close, 5), 30), ts_rank(volume / ts_mean(volume, 20), 30))
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if_else(ts_rank(ts_mean(abs(returns), 20), 60) < 0.3, ts_delta(close, 60), ts_delta(close, 10))
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group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
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multiply(ts_zscore(volume, 10), ts_delta(close, 10))
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ts_delta(close, 5) / ts_mean(abs(returns), 20)
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if_else(ts_rank(volume, 60) > 0.8, group_mean(ts_delta(close, 10), 1, sector), ts_delta(close, 10))
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multiply(reverse(ts_rank(volume, 20)), ts_rank(ts_delta(close, 1), 20))
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ts_corr(ts_delta(close, 10), group_mean(ts_delta(close, 10), 1, sector), 30)
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group_mean(ts_delta(close, 20) - ts_delta(close, 5), 1, bucket(rank(volume), range="0,3,0.4"))
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if_else(ts_std_dev(returns, 10) > ts_std_dev(returns, 60), ts_delta(close, 5), ts_delta(close, 30))
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multiply(sign(ts_delta(close, 5)), ts_std_dev(returns, 20))
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ts_rank(ts_delta(close, 5), 30) - ts_rank(volume / ts_mean(volume, 20), 30)
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group_mean(ts_scale(ts_delta(close, 1), 20), 1, bucket(rank(volume), range="0,3,0.4"))
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if_else(ts_mean(returns, 10) > 0, ts_delta(close, 5) / ts_std_dev(returns, 10), reverse(ts_delta(close, 5)) / ts_std_dev(returns, 10))
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multiply(ts_corr(close, volume, 20), ts_delta(close, 10))
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ts_regression(close, ts_step(1), 60, 0, 1)
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group_mean(if_else(ts_delta(close, 1) > 0, 1, -1), 1, bucket(rank(ts_mean(volume, 20)), range="0,3,0.4"))
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ts_delta(close, 20) - ts_mean(ts_delta(close, 20), 60)
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multiply(ts_rank(ts_delta(close, 2), 10), ts_rank(ts_delta(volume, 2), 10))
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if_else(ts_rank(ts_delta(close, 1), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 60))
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ts_sum(ts_delta(close, 1), 10)
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group_mean(ts_av_diff(ts_delta(close, 1), 20), 1, bucket(rank(volume), range="0,3,0.4"))
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divide(ts_delta(close, 10), ts_mean(volume, 20))
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multiply(reverse(ts_zscore(volume, 30)), ts_zscore(ts_delta(close, 1), 30))
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if_else(ts_rank(ts_corr(close, volume, 10), 60) > 0.5, ts_delta(close, 5), ts_delta(close, 30))
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ts_mean(ts_delta(close, 1), 5) - ts_mean(ts_delta(close, 1), 20)
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group_mean(ts_delta(ts_delta(close, 5), 5), 1, bucket(rank(volume), range="0,3,0.4"))
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multiply(ts_rank(close, 30), ts_delta(close, 10))
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ts_delta(close, 30) / ts_std_dev(ts_delta(close, 1), 30)
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if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 10), ts_delta(close, 30))
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multiply(ts_corr(ts_mean(returns, 5), ts_mean(volume, 5), 20), ts_delta(close, 10))
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ts_scale(ts_delta(close, 20), 60)
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group_mean(ts_rank(ts_delta(close, 1), 20), 1, bucket(rank(volume), range="0,3,0.4"))
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if_else(ts_mean(returns, 60) > 0, ts_delta(close, 20) / ts_std_dev(returns, 60), reverse(ts_delta(close, 20)) / ts_std_dev(returns, 60))
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multiply(sign(ts_delta(close, 10)), ts_rank(volume, 20))
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ts_delta(ts_regression(close, ts_step(1), 20, 0, 1), 1)
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group_mean(ts_delta(close, 5) / ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_corr(ts_delta(close, 5), group_mean(ts_delta(close, 5), 1, industry), 30)
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if_else(ts_std_dev(returns, 5) > ts_mean(ts_std_dev(returns, 5), 20), ts_delta(close, 2), ts_delta(close, 10))
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multiply(ts_rank(ts_delta(close, 1), 10), reverse(ts_rank(volume, 10)))
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ts_mean(ts_delta(close, 1), 10) * ts_std_dev(returns, 10)
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group_mean(if_else(ts_delta(close, 5) > 0, ts_delta(close, 5), 0), 1, bucket(rank(volume), range="0,3,0.4"))
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divide(ts_delta(close, 20), ts_mean(abs(ts_delta(close, 1)), 20))
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multiply(ts_corr(ts_delta(close, 1), ts_delta(volume, 1), 5), ts_delta(close, 5))
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if_else(ts_rank(ts_mean(volume, 20), 60) > 0.8, group_mean(ts_delta(close, 10), 1, sector), ts_delta(close, 10))
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ts_regression(close, ts_step(1), 120, 0, 1)
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group_mean(ts_decay_linear(returns, 10), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_delta(close, 10) - ts_delta(close, 30)
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multiply(ts_zscore(ts_delta(close, 1), 20), ts_zscore(volume, 20))
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if_else(ts_rank(ts_delta(close, 5), 30) > 0.7, ts_delta(close, 5), reverse(ts_delta(close, 5)))
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ts_sum(ts_delta(close, 1), 20)
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group_mean(ts_std_dev(returns, 20), 1, bucket(rank(volume), range="0,3,0.4"))
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divide(ts_delta(close, 5), ts_std_dev(ts_delta(close, 1), 5))
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multiply(reverse(ts_rank(ts_delta(volume, 5), 20)), ts_rank(ts_delta(close, 5), 20))
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if_else(ts_mean(returns, 30) < 0, reverse(ts_delta(close, 10)), ts_delta(close, 10))
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ts_corr(ts_mean(returns, 5), group_mean(ts_mean(returns, 5), 1, sector), 30)
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group_mean(ts_delta(close, 60) / ts_std_dev(returns, 60), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_delta(ts_delta(close, 10), 5)
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multiply(ts_rank(close / ts_mean(close, 20), 30), ts_delta(close, 10))
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if_else(ts_std_dev(returns, 30) > 0.015, ts_delta(close, 5) / ts_std_dev(returns, 5), ts_delta(close, 30) / ts_std_dev(returns, 30))
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ts_mean(ts_delta(close, 1), 30) * ts_mean(volume, 30)
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group_mean(if_else(ts_rank(ts_delta(close, 1), 10) > 0.5, 1, -1), 1, bucket(rank(volume), range="0,3,0.4"))
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divide(ts_delta(close, 15), ts_mean(volume, 15))
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multiply(ts_corr(ts_delta(close, 3), ts_delta(volume, 3), 10), ts_delta(close, 10))
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if_else(ts_rank(ts_std_dev(returns, 20), 60) < 0.3, ts_delta(close, 20), ts_delta(close, 5))
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ts_regression(close, ts_step(1), 40, 0, 1)
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group_mean(ts_av_diff(close, 20), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_delta(close, 10) / ts_mean(abs(ts_delta(close, 1)), 10)
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multiply(sign(ts_delta(close, 20)), ts_rank(ts_mean(volume, 20), 40))
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if_else(ts_rank(volume / ts_mean(volume, 60), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 30))
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ts_sum(ts_delta(close, 1), 5) - ts_sum(ts_delta(close, 1), 20)
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group_mean(ts_delta(close, 10) - group_mean(ts_delta(close, 10), 1, sector), 1, bucket(rank(volume), range="0,3,0.4"))
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divide(ts_delta(close, 25), ts_std_dev(returns, 25))
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multiply(reverse(ts_rank(ts_delta(close, 2), 15)), ts_rank(ts_delta(volume, 2), 15))
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if_else(ts_mean(returns, 10) > ts_mean(returns, 30), ts_delta(close, 5), ts_delta(close, 20))
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ts_corr(ts_delta(close, 1), ts_mean(volume, 5), 20)
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group_mean(ts_scale(ts_delta(close, 5), 10), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_delta(ts_delta(close, 20), 10)
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multiply(ts_rank(ts_delta(close, 1), 5), ts_rank(volume / ts_mean(volume, 20), 5))
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if_else(ts_std_dev(returns, 10) > ts_std_dev(returns, 40), ts_delta(close, 3) / ts_std_dev(returns, 3), ts_delta(close, 20) / ts_std_dev(returns, 20))
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ts_mean(ts_delta(close, 1), 15) * ts_std_dev(returns, 15)
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group_mean(if_else(ts_delta(close, 10) > group_mean(ts_delta(close, 10), 1, sector), 1, -1), 1, bucket(rank(volume), range="0,3,0.4"))
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divide(ts_delta(close, 8), ts_mean(abs(returns), 8))
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multiply(ts_corr(ts_mean(returns, 3), ts_mean(volume, 3), 15), ts_delta(close, 8))
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if_else(ts_rank(ts_mean(abs(returns), 10), 30) > 0.6, ts_delta(close, 5), ts_delta(close, 15))
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ts_regression(close, ts_step(1), 50, 0, 1)
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group_mean(ts_decay_linear(ts_delta(close, 1), 10), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_delta(close, 12) - ts_mean(ts_delta(close, 12), 36)
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multiply(sign(ts_delta(close, 6)), reverse(ts_rank(volume, 12)))
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if_else(ts_rank(ts_corr(close, volume, 5), 20) > 0.5, ts_delta(close, 3), ts_delta(close, 12))
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ts_sum(ts_delta(close, 1), 8) / ts_std_dev(returns, 8)
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group_mean(ts_delta(close, 5) / ts_std_dev(returns, 10), 1, bucket(rank(volume), range="0,3,0.4"))
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divide(ts_delta(close, 18), ts_std_dev(ts_delta(close, 1), 18))
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multiply(reverse(ts_rank(ts_delta(volume, 3), 12)), ts_rank(ts_delta(close, 3), 12))
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if_else(ts_mean(returns, 18) < 0, reverse(ts_delta(close, 9)), ts_delta(close, 9))
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ts_corr(ts_mean(returns, 8), group_mean(ts_mean(returns, 8), 1, industry), 24)
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group_mean(ts_delta(close, 24) / ts_std_dev(returns, 24), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_delta(ts_delta(close, 8), 4)
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multiply(ts_rank(close / ts_mean(close, 15), 24), ts_delta(close, 12))
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if_else(ts_std_dev(returns, 24) > 0.012, ts_delta(close, 6) / ts_std_dev(returns, 6), ts_delta(close, 18) / ts_std_dev(returns, 18))
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ts_mean(ts_delta(close, 1), 12) * ts_mean(volume, 12)
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group_mean(if_else(ts_rank(ts_delta(close, 1), 8) > 0.6, 1, -1), 1, bucket(rank(volume), range="0,3,0.4"))
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divide(ts_delta(close, 7), ts_mean(volume, 7))
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multiply(ts_corr(ts_delta(close, 2), ts_delta(volume, 2), 8), ts_delta(close, 7))
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if_else(ts_rank(ts_std_dev(returns, 15), 30) < 0.4, ts_delta(close, 15), ts_delta(close, 7))
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ts_regression(close, ts_step(1), 35, 0, 1)
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group_mean(ts_av_diff(close, 15), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_delta(close, 9) / ts_mean(abs(ts_delta(close, 1)), 9)
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multiply(sign(ts_delta(close, 15)), ts_rank(ts_mean(volume, 15), 30))
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if_else(ts_rank(volume / ts_mean(volume, 30), 60) > 0.75, ts_delta(close, 7), ts_delta(close, 21))
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ts_sum(ts_delta(close, 1), 9) - ts_sum(ts_delta(close, 1), 18) |