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161 lines
4.8 KiB
161 lines
4.8 KiB
multiply(ts_delta(close, 20), group_rank(ts_delta(close, 20), industry))
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if_else(ts_rank(ts_std_dev(returns, 20), 60) > 0.7, ts_delta(close, 5), ts_delta(close, 20))
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group_neutralize(multiply(ts_corr(ts_delay(group_mean(returns, 1, industry), 1), returns, 30), ts_delta(close, 10)), industry)
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multiply(reverse(ts_rank(divide(volume, ts_mean(volume, 20)), 10)), ts_delta(close, 20))
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ts_regression(close, ts_step(1), 30, 0, 1)
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group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_corr(ts_delay(close, 1), group_mean(close, 1, industry), 30)
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ts_zscore(volume, 20)
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group_scale(ts_delta(close, 20), industry)
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ts_rank(ts_delta(close, 10), 60)
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ts_std_dev(returns, 60)
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multiply(ts_delta(close, 20), ts_rank(ts_delta(close, 20), 60))
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group_zscore(ts_delta(close, 20), industry)
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if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 5), ts_delta(close, 20))
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ts_mean(ts_delta(close, 5), 20)
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ts_arg_max(ts_delta(close, 20), 60)
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ts_quantile(ts_delta(close, 20), 60, "gaussian")
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ts_backfill(ts_delta(close, 20), 30, 1)
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ts_decay_linear(ts_delta(close, 20), 30, false)
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ts_av_diff(ts_delta(close, 20), 20)
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ts_sum(ts_delta(close, 20), 20)
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ts_product(ts_delta(close, 20), 20)
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ts_count_nans(ts_delta(close, 20), 20)
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ts_covariance(ts_delta(close, 20), volume, 30)
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ts_corr(ts_delta(close, 20), volume, 30)
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ts_delay(ts_delta(close, 20), 5)
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ts_scale(ts_delta(close, 20), 20)
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ts_arg_min(ts_delta(close, 20), 60)
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winsorize(ts_delta(close, 20), 4)
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normalize(ts_delta(close, 20), true, 0.0)
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rank(ts_delta(close, 20), 2)
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scale(ts_delta(close, 20), 1, 1, 1)
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trade_when(ts_delta(close, 20) > 0, ts_delta(close, 20), NaN)
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group_backfill(ts_delta(close, 20), industry, 30, 4.0)
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hump(ts_delta(close, 20), 0.01)
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days_from_last_change(ts_delta(close, 20))
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last_diff_value(ts_delta(close, 20), 30)
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kth_element(ts_delta(close, 20), 30, 1)
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is_nan(ts_delta(close, 20))
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not(is_nan(ts_delta(close, 20)))
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and(ts_delta(close, 20) > 0, volume > ts_mean(volume, 20))
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or(ts_delta(close, 20) > 0, volume > ts_mean(volume, 20))
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ts_delta(close, 20) > ts_mean(ts_delta(close, 20), 60)
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ts_delta(close, 20) >= ts_mean(ts_delta(close, 20), 60)
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ts_delta(close, 20) == ts_mean(ts_delta(close, 20), 60)
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ts_delta(close, 20) != ts_mean(ts_delta(close, 20), 60)
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ts_delta(close, 20) < ts_mean(ts_delta(close, 20), 60)
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ts_delta(close, 20) <= ts_mean(ts_delta(close, 20), 60)
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multiply(ts_delta(close, 20), group_neutralize(ts_delta(close, 20), industry))
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multiply(ts_delta(close, 20), ts_rank(ts_delta(close, 20), 60))
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multiply(ts_delta(close, 20), ts_std_dev(returns, 20))
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multiply(ts_delta(close, 20), ts_zscore(volume, 20))
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multiply(ts_delta(close, 20), bucket(rank(volume), range="0,3,0.4"))
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multiply(ts_delta(close, 20), group_scale(ts_delta(close, 20), industry))
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multiply(ts_delta(close, 20), group_rank(ts_delta(close, 20), industry))
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multiply(ts_delta(close, 20), ts_corr(ts_delay(close, 1), group_mean(close, 1, industry), 30))
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multiply(ts_delta(close, 20), ts_regression(close, ts_step(1), 30, 0, 1))
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multiply(ts_delta(close, 20), ts_av_diff(ts_delta(close, 20), 20))
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multiply(ts_delta(close, 20), ts_scale(ts_delta(close, 20), 20))
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multiply(ts_delta(close, 20), ts_arg_max(ts_delta(close, 20), 60))
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multiply(ts_delta(close, 20), ts_arg_min(ts_delta(close, 20), 60))
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multiply(ts_delta(close, 20), winsorize(ts_delta(close, 20), 4))
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multiply(ts_delta(close, 20), normalize(ts_delta(close, 20), true, 0.0))
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multiply(ts_delta(close, 20), rank(ts_delta(close, 20), 2))
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multiply(ts_delta(close, 20), scale(ts_delta(close, 20), 1, 1, 1))
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multiply(ts_delta(close, 20), trade_when(ts_delta(close, 20) > 0, ts_delta(close, 20), NaN))
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multiply(ts_delta(close, 20), group_backfill(ts_delta(close, 20), industry, 30, 4.0))
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multiply(ts_delta(close, 20), hump(ts_delta(close, 20), 0.01))
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multiply(ts_delta(close, 20), days_from_last_change(ts_delta(close, 20)))
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multiply(ts_delta(close, 20), last_diff_value(ts_delta(close, 20), 30))
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multiply(ts_delta(close, 20), kth_element(ts_delta(close, 20), 30, 1))
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multiply(ts_delta(close, 20), is_nan(ts_delta(close, 20)))
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multiply(ts_delta(close, 20), not(is_nan(ts_delta(close, 20))))
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multiply(ts_delta(close, 20), and(ts_delta(close, 20) > 0, volume > ts_mean(volume, 20)))
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multiply(ts_delta(close, 20), or(ts_delta(close, 20) > 0, volume > ts_mean(volume, 20)))
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multiply(ts_delta(close, 20), ts_delta(close, 20) > ts_mean(ts_delta(close, 20), 60))
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multiply(ts_delta(close, 20), ts_delta(close, 20) >= ts_mean(ts_delta(close, 20), 60))
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multiply(ts_delta(close, 20), ts_delta(close, 20) == ts_mean(ts_delta(close, 20), 60))
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multiply(ts_delta(close, 20), ts_delta(close, 20) != ts_mean(ts_delta(close, 20), 60))
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multiply(ts_delta(close, 20), ts_delta(close, 20) < ts_mean(ts_delta(close, 20), 60))
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multiply(ts_delta(close, 20), ts_delta(close, 20) <= ts_mean(ts_delta(close, 20), 60)) |