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39 lines
2.0 KiB
39 lines
2.0 KiB
group_rank(if_else(ts_zscore(volume, 20) > 0, ts_delta(close, 10), reverse(ts_delta(close, 10))), sector)
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if_else(bucket(rank(close * volume), range="0,3,0.4") == 0, ts_regression(close, ts_step(1), 30, 0, 1), group_mean(ts_delta(close, 20), 1, sector))
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multiply(group_zscore(volume, sector), ts_std_dev(returns, 60))
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multiply(ts_rank(ts_std_dev(returns, 20), 120), if_else(ts_zscore(volume, 5) > 1, ts_delta(close, 5), ts_delta(close, 20)))
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ts_delta(group_rank(ts_sum(volume, 5), sector), 10)
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group_mean(multiply(ts_corr(returns, ts_sum(volume, 10), 30), if_else(ts_zscore(close, 20) > 0, 1, -1)), 1, sector)
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if_else(ts_rank(volume / ts_mean(volume, 20), 10) > 0.7, reverse(ts_delta(close, 5)), ts_delta(close, 20))
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multiply(group_zscore(ts_delta(close, 5), sector), reverse(ts_rank(ts_std_dev(returns, 60), 120)))
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ts_delta(group_mean(if_else(ts_mean(returns, 20) > 0, ts_zscore(volume, 20), reverse(ts_zscore(volume, 20))), 1, industry), 30)
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multiply(ts_corr(ts_delta(close, 5), ts_delta(close, 20), 60), group_rank(ts_sum(volume, 5), sector))
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group_scale(ts_av_diff(close, 30), sector)
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if_else(ts_std_dev(returns, 20) > ts_std_dev(returns, 60), ts_delta(close, 10), group_mean(ts_delta(close, 30), 1, industry))
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multiply(ts_rank(ts_delta(volume, 5), 20), group_zscore(ts_regression(close, ts_step(1), 30, 0, 1), sector))
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ts_delta(group_mean(if_else(rank(volume) > 0.8, ts_delta(close, 10), ts_delta(close, 5)), 1, sector), 20)
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subtract(group_rank(ts_sum(volume, 10), sector), ts_rank(ts_std_dev(returns, 30), 120))
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multiply(ts_corr(group_mean(returns, 1, sector), ts_delta(close, 10), 30), ts_delta(ts_sum(volume, 5), 20))
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if_else(bucket(rank(ts_std_dev(returns, 60)), range="0,3,0.4") == 2, ts_delta(close, 5), group_mean(ts_delta(close, 20), 1, industry))
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group_zscore(multiply(ts_delta(close, 5), if_else(ts_zscore(volume, 10) > 0, 1, -1)), sector)
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ts_delta(group_rank(ts_mean(abs(returns), 20), industry), 10)
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multiply(reverse(ts_rank(volume / ts_mean(volume, 30), 20)), group_mean(ts_delta(close, 10), 1, sector)) |