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group_mean(ts_delta(close,5),1,industry)
group_mean(ts_delta(close,10),1,industry)
group_mean(ts_delta(close,20),1,industry)
group_mean(ts_delta(close,30),1,industry)
group_mean(ts_delta(close,60),1,industry)
group_mean(ts_regression(close,ts_step(1),20,0,1),1,industry)
group_mean(ts_regression(close,ts_step(1),30,0,1),1,industry)
group_mean(ts_regression(close,ts_step(1),60,0,1),1,industry)
group_mean(ts_delta(ts_delta(close,5),10),1,industry)
group_mean(ts_delta(ts_delta(close,10),20),1,industry)
group_mean(ts_mean(ts_delta(close,1),20),1,industry)
group_mean(ts_mean(ts_delta(close,1),30),1,industry)
group_mean(ts_decay_linear(ts_delta(close,1),20),1,industry)
group_mean(ts_decay_linear(ts_delta(close,1),30),1,industry)
group_mean(ts_corr(ts_delta(close,5),ts_delta(volume,5),20),1,industry)
group_mean(ts_corr(ts_delta(close,10),ts_delta(volume,5),20),1,industry)
group_mean(if_else(rank(volume)>0.7,ts_delta(close,20),ts_delta(close,5)),1,industry)
group_mean(if_else(rank(volume)>0.8,ts_delta(close,30),ts_delta(close,10)),1,industry)
group_mean(group_mean(ts_delta(close,20),1,bucket(rank(volume),range="0,3,0.4")),1,industry)
group_mean(group_mean(ts_delta(close,30),1,bucket(rank(volume),range="0,1,0.2")),1,industry)
group_mean(ts_std_dev(group_rank(ts_delta(close,1),industry),20),1,industry)
group_mean(ts_std_dev(group_rank(ts_delta(close,1),industry),30),1,industry)
group_mean(ts_mean(rank(ts_delta(close,1)),20),1,industry)
group_mean(ts_mean(rank(ts_delta(close,1)),30),1,industry)
group_mean(ts_delta(close,5)/ts_std_dev(ts_delta(close,1),20),1,industry)
group_mean(ts_delta(close,10)/ts_std_dev(ts_delta(close,1),20),1,industry)
group_mean(if_else(ts_std_dev(ts_delta(close,1),20)>0.02,ts_delta(close,5),ts_delta(close,20)),1,industry)
group_mean(if_else(ts_std_dev(ts_delta(close,1),20)>0.03,ts_delta(close,10),ts_delta(close,30)),1,industry)
group_mean(if_else(ts_std_dev(ts_delta(close,1),20)>0.025,ts_delta(close,5),ts_delta(close,60)),1,industry)
group_mean(group_mean(ts_delta(close,d1),1,bucket(rank(volume),range="0,3,0.4")),1,industry)
group_mean(multiply(ts_delta(close,5),if_else(ts_std_dev(ts_delta(close,1),20)>0.02,1.5,1)),1,industry)
group_mean(multiply(ts_delta(close,10),if_else(ts_std_dev(ts_delta(close,1),20)>0.015,1.2,0.8)),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_std_dev(ts_delta(close,1),60),120)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_std_dev(ts_delta(close,1),60),120)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_std_dev(ts_delta(close,1),60),120)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_std_dev(ts_delta(close,1),60),120)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),20)>0.001,1.2,0.8),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),20)>0.001,1.2,0.8),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),20)>0.001,1.2,0.8),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),20)>0.001,1.2,0.8),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),20)<-0.001,0.8,1.2),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),20)<-0.001,0.8,1.2),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),20)<-0.001,0.8,1.2),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),20)<-0.001,0.8,1.2),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),20)>0.025,1.5,1),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),20)>0.025,1.5,1),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),20)>0.025,1.5,1),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),20)>0.025,1.5,1),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),20)<0.015,0.8,1.2),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),20)<0.015,0.8,1.2),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),20)<0.015,0.8,1.2),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),20)<0.015,0.8,1.2),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_delta(close,1),20)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_delta(close,1),20)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_delta(close,1),20)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_delta(close,1),20)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_delta(close,1),20)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_delta(close,1),20)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_delta(close,1),20)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_delta(close,1),20)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_delta(close,1),30)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_delta(close,1),30)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_delta(close,1),30)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_delta(close,1),30)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_delta(close,1),30)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_delta(close,1),30)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_delta(close,1),30)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_delta(close,1),30)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_delta(close,1),60)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_delta(close,1),60)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_delta(close,1),60)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_delta(close,1),60)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_delta(close,1),60)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_delta(close,1),60)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_delta(close,1),60)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_delta(close,1),60)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),5)>0.002,1.5,1),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),5)>0.002,1.5,1),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),5)>0.002,1.5,1),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),5)>0.002,1.5,1),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),5)<-0.002,0.5,1.5),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),5)<-0.002,0.5,1.5),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),5)<-0.002,0.5,1.5),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),5)<-0.002,0.5,1.5),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),10)>0.001,1.3,0.7),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),10)>0.001,1.3,0.7),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),10)>0.001,1.3,0.7),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),10)>0.001,1.3,0.7),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),10)<-0.001,0.7,1.3),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),10)<-0.001,0.7,1.3),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),10)<-0.001,0.7,1.3),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),10)<-0.001,0.7,1.3),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),15)>0.0015,1.4,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),15)>0.0015,1.4,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),15)>0.0015,1.4,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),15)>0.0015,1.4,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),15)<-0.0015,0.6,1.4),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),15)<-0.0015,0.6,1.4),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),15)<-0.0015,0.6,1.4),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),15)<-0.0015,0.6,1.4),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),5)>0.02,1.5,1),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),5)>0.02,1.5,1),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),5)>0.02,1.5,1),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),5)>0.02,1.5,1),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),5)<0.01,0.8,1.3),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),5)<0.01,0.8,1.3),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),5)<0.01,0.8,1.3),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),5)<0.01,0.8,1.3),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),10)>0.015,1.4,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),10)>0.015,1.4,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),10)>0.015,1.4,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),10)>0.015,1.4,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),10)<0.01,0.7,1.4),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),10)<0.01,0.7,1.4),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),10)<0.01,0.7,1.4),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),10)<0.01,0.7,1.4),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),15)>0.012,1.3,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),15)>0.012,1.3,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),15)>0.012,1.3,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),15)>0.012,1.3,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),15)<0.008,0.8,1.3),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),15)<0.008,0.8,1.3),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),15)<0.008,0.8,1.3),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),15)<0.008,0.8,1.3),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),20)>0.01,1.2,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),20)>0.01,1.2,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),20)>0.01,1.2,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),20)>0.01,1.2,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),20)<0.007,0.8,1.2),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),20)<0.007,0.8,1.2),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),20)<0.007,0.8,1.2),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),20)<0.007,0.8,1.2),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),25)>0.009,1.2,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),25)>0.009,1.2,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),25)>0.009,1.2,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),25)>0.009,1.2,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),25)<0.006,0.8,1.2),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),25)<0.006,0.8,1.2),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),25)<0.006,0.8,1.2),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),25)<0.006,0.8,1.2),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),30)>0.008,1.1,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),30)>0.008,1.1,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),30)>0.008,1.1,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),30)>0.008,1.1,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),30)<0.006,0.8,1.1),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),30)<0.006,0.8,1.1),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),30)<0.006,0.8,1.1),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),30)<0.006,0.8,1.1),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),60)>0.006,1.1,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),60)>0.006,1.1,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),60)>0.006,1.1,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),60)>0.006,1.1,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),60)<0.004,0.8,1.1),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),60)<0.004,0.8,1.1),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),60)<0.004,0.8,1.1),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),60)<0.004,0.8,1.1),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),120)>0.004,1.1,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),120)>0.004,1.1,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),120)>0.004,1.1,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),120)>0.004,1.1,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),120)<0.003,0.8,1.1),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),120)<0.003,0.8,1.1),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),120)<0.003,0.8,1.1),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),120)<0.003,0.8,1.1),1,industry)