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240 lines
10 KiB
240 lines
10 KiB
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ts_delta(close, 5) - ts_mean(ts_delta(close, 5), 20)
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group_mean(ts_delta(close, 10), 1, bucket(rank(volume), range="0,3,0.4"))
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if_else(ts_rank(ts_std_dev(returns, 20), 60) > 0.7, ts_delta(close, 5), ts_delta(close, 30))
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ts_regression(close, ts_step(1), 30, 0, 1) * rank(volume)
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multiply(group_rank(ts_delta(close, 10), industry), ts_zscore(volume, 20))
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ts_decay_linear(ts_delta(close, 1), 20) * ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30)
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if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 20), 0)
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divide(ts_delta(close, 10), ts_std_dev(returns, 30))
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ts_mean(ts_delta(close, 5) / ts_std_dev(returns, 20), 60)
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group_mean(ts_mean(returns, 10), 1, bucket(rank(volume), range="0,3,0.4")) - ts_mean(returns, 20)
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reverse(ts_rank(volume / ts_mean(volume, 20), 10)) * ts_delta(close, 20)
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ts_corr(group_mean(returns, 1, industry), ts_delta(close, 10), 60) * ts_delta(close, 20)
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ts_delta(ts_mean(returns, 5), 20) * rank(volume)
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if_else(ts_std_dev(returns, 20) > 0.015, ts_delta(close, 5), ts_regression(close, ts_step(1), 60, 0, 1))
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group_mean(ts_delta(close, 20) / ts_std_dev(returns, 60), 1, bucket(rank(volume), range="0,3,0.4"))
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multiply(ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30), group_rank(returns, industry))
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ts_regression(close, ts_step(1), 20, 0, 1) - ts_mean(ts_regression(close, ts_step(1), 20, 0, 1), 120)
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if_else(rank(volume) > 0.8, ts_delta(close, 10), ts_delta(close, 30) * -1)
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ts_mean(ts_rank(returns, 20), 30) * ts_zscore(volume, 10)
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group_mean(ts_zscore(ts_delta(close, 10), 60), 1, bucket(rank(volume), range="0,3,0.4"))
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multiply(ts_rank(ts_std_dev(returns, 30), 120), ts_delta(close, 10) * -1)
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divide(ts_delta(ts_mean(returns, 20), 5), ts_std_dev(returns, 60))
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if_else(ts_rank(ts_corr(ts_delta(close,5), ts_delta(volume,5), 30), 60) > 0.6, ts_delta(close, 20), ts_delta(close, 60))
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group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), range="0,3,0.4")) * rank(ts_std_dev(returns, 60))
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multiply(ts_delta(close, 5), rank(group_mean(returns, 1, industry)))
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ts_mean(ts_delta(close, 10), 30) - ts_decay_linear(returns, 20)
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if_else(ts_std_dev(returns, 60) > ts_mean(ts_std_dev(returns, 60), 120), ts_zscore(close, 10), ts_zscore(close, 60))
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group_rank(ts_corr(ts_delta(close,5), ts_delta(volume,5), 30), industry) * rank(volume)
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divide(ts_regression(close, ts_step(1), 60, 0, 1), ts_std_dev(returns, 30))
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multiply(ts_mean(returns, 10), if_else(rank(volume) > 0.7, 1, -1))
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ts_decay_linear(volume, 20) * ts_delta(close, 30)
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if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, ts_mean(returns, 10), ts_mean(returns, 60) * -1)
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group_mean(ts_delta(close, 5) - ts_delay(close, 10), 1, bucket(rank(volume), range="0,3,0.4"))
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multiply(ts_zscore(returns, 20), group_rank(returns, sector))
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ts_delta(close, 20) / ts_mean(ts_std_dev(returns, 20), 60)
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if_else(bucket(rank(volume), range="0,3,0.4") == 1, group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, industry), 0)
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ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 60) - ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 20)
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multiply(ts_rank(volume, 20), ts_delta(close, 5))
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group_zscore(ts_mean(returns, 10), 1, bucket(rank(volume), range="0,3,0.4"))
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if_else(ts_rank(ts_std_dev(returns, 20), 240) > 0.8, reverse(ts_delta(close, 5)), ts_delta(close, 30))
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ts_regression(close, ts_step(1), 20, 0, 1) * ts_zscore(volume, 60)
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group_mean(ts_delta(close, 10), 1, industry) * rank(volume)
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multiply(ts_decay_linear(returns, 10), ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30))
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divide(ts_mean(ts_delta(close, 5), 20), ts_mean(abs(ts_delta(close, 5)), 20))
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if_else(rank(volume) > 0.6, ts_regression(close, ts_step(1), 20, 0, 1), ts_zscore(close, 60))
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group_rank(ts_mean(returns, 30), industry) * ts_std_dev(volume, 20)
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multiply(ts_rank(ts_std_dev(returns, 60), 120), group_rank(ts_mean(returns, 10), industry))
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ts_mean(ts_delta(close, 10), 60) / ts_std_dev(close, 60)
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if_else(ts_corr(close, volume, 20) > 0.1, ts_delta(close, 20), ts_regression(close, ts_step(1), 60, 0, 1))
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group_mean(ts_zscore(returns, 30), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(volume, 60)
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reverse(ts_rank(volume, 30)) * ts_mean(returns, 20)
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ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 60) * ts_delta(close, 30)
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if_else(ts_std_dev(returns, 20) > 0.025, ts_mean(returns, 5), ts_mean(returns, 30))
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group_mean(ts_regression(close, ts_step(1), 60, 0, 1), 1, bucket(rank(volume), range="0,3,0.4")) - ts_mean(ts_regression(close, ts_step(1), 60, 0, 1), 240)
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multiply(ts_rank(returns, 20), group_rank(volume, industry))
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divide(ts_mean(returns, 10), ts_std_dev(returns, 60))
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if_else(rank(ts_mean(volume, 20)) > 0.5, ts_delta(close, 5), ts_delta(close, 60) * -1)
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ts_regression(close, ts_step(1), 30, 0, 1) * rank(ts_std_dev(returns, 30))
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group_mean(ts_zscore(returns, 10), 1, industry) * ts_zscore(volume, 30)
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multiply(reverse(ts_rank(returns, 30)), group_mean(ts_delta(close, 20), 1, sector))
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ts_delta(close, 60) - ts_delay(close, 20)
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if_else(ts_rank(ts_corr(close, volume, 30), 120) > 0.6, ts_corr(close, volume, 5), ts_corr(close, volume, 60))
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group_mean(ts_mean(returns, 20), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(close, 60)
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divide(ts_std_dev(returns, 60), ts_std_dev(returns, 20))
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multiply(ts_rank(ts_mean(returns, 60), 120), group_rank(volume, sector))
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if_else(bucket(rank(volume), range="0,3,0.4") == 2, ts_mean(returns, 10), ts_mean(returns, 60))
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ts_regression(close, ts_step(1), 10, 0, 1) + ts_regression(close, ts_step(1), 30, 0, 1) - ts_regression(close, ts_step(1), 120, 0, 1)
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group_zscore(ts_regression(close, ts_step(1), 20, 0, 1), 1, industry)
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multiply(rank(ts_mean(volume, 60)), ts_zscore(ts_delta(close, 20), 60))
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if_else(ts_mean(abs(returns), 10) > ts_mean(abs(returns), 60), reverse(ts_delta(close, 10)), ts_delta(close, 30))
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group_mean(ts_decay_linear(returns, 20), 1, bucket(rank(volume), range="0,3,0.4")) - ts_mean(ts_decay_linear(returns, 20), 60)
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multiply(rank(ts_std_dev(returns, 30)), group_rank(ts_delta(close, 10), industry))
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divide(ts_delay(close, 5), ts_delay(close, 20)) - 1
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if_else(ts_rank(volume, 10) > 0.9, ts_zscore(close, 5), ts_zscore(close, 60))
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group_mean(ts_corr(ts_delta(close,5), ts_delta(volume,5), 20), 1, industry) * rank(volume)
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multiply(ts_regression(close, ts_step(1), 60, 0, 1), reverse(ts_rank(volume, 60)))
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ts_std_dev(returns, 20) / ts_std_dev(ts_mean(volume, 20), 60)
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if_else(group_rank(volume, sector) > 0.7, ts_mean(returns, 20), ts_mean(returns, 120))
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group_mean(ts_delta(close, 30), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(ts_mean(volume, 120), 240)
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multiply(ts_rank(returns, 10) - ts_rank(returns, 60), group_rank(returns, industry))
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divide(ts_sum(returns, 20), ts_sum(abs(returns), 20))
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if_else(ts_rank(ts_std_dev(returns, 30), 120) > 0.7, ts_regression(close, ts_step(1), 10, 0, 1), ts_delta(close, 60))
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group_mean(ts_zscore(returns, 20), 1, industry) * ts_rank(volume, 120)
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reverse(ts_rank(ts_mean(volume, 60))) * ts_zscore(close, 30)
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multiply(ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 20), group_rank(ts_mean(returns, 10), 1, bucket(rank(volume), range="0,3,0.4")))
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divide(ts_mean(returns, 10), ts_mean(volume, 120))
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if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_zscore(returns, 20), ts_zscore(returns, 120) * -1)
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group_mean(ts_regression(close, ts_step(1), 60, 0, 1), 1, sector) * rank(volume)
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multiply(rank(ts_zscore(returns, 30)), group_rank(close, industry))
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ts_mean(ts_delta(close, 5), 20) - ts_mean(ts_delta(close, 20), 60)
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if_else(ts_corr(close, volume, 60) > ts_corr(close, volume, 120), ts_mean(returns, 10), ts_mean(returns, 60))
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group_mean(ts_rank(returns, 30), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(ts_std_dev(returns, 60), 120)
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multiply(reverse(rank(ts_zscore(volume, 30))), ts_regression(close, ts_step(1), 30, 0, 1))
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divide(ts_delay(close, 10) - ts_delay(close, 60), ts_delay(close, 60))
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if_else(ts_rank(ts_zscore(volume, 10), 120) > 0.8, ts_delta(close, 5), ts_delta(close, 120))
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group_mean(ts_mean(returns, 30), 1, industry) * rank(ts_mean(volume, 60), 120)
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multiply(ts_std_dev(returns, 30) / ts_std_dev(returns, 120), group_rank(ts_delta(close, 20), sector))
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ts_decay_linear(ts_delta(close, 1), 30) - ts_decay_linear(ts_delta(close, 1), 10)
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if_else(rank(volume) > 0.9, ts_zscore(close, 5), ts_zscore(close, 120) * -1)
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group_rank(ts_std_dev(returns, 60), industry) * rank(volume)
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multiply(ts_corr(ts_delta(close, 20), ts_delta(volume, 20), 60), group_mean(ts_zscore(returns, 20), 1, bucket(rank(volume), range="0,3,0.4")))
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divide(ts_sum(returns, 10) - ts_sum(returns, 60), ts_sum(abs(returns), 60))
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if_else(ts_mean(ts_zscore(volume, 20), 60) > 0, ts_delta(close, 10), ts_regression(close, ts_step(1), 120, 0, 1))
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group_mean(ts_regression(close, ts_step(1), 20, 0, 1), 1, industry) * group_rank(volume, industry)
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multiply(ts_rank(returns, 30) - ts_rank(returns, 120), rank(volume))
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ts_regression(close, ts_step(1), 60, 0, 1) - ts_mean(ts_regression(close, ts_step(1), 60, 0, 1), 240)
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if_else(group_rank(returns, sector) > 0.6, ts_mean(returns, 10), ts_mean(returns, 120))
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group_mean(ts_zscore(ts_delta(close, 10), 60), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(ts_std_dev(returns, 30), 60)
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multiply(reverse(rank(ts_mean(returns, 30))), group_rank(ts_mean(returns, 60), industry))
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divide(ts_mean(returns, 20), ts_zscore(returns, 60))
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if_else(bucket(rank(volume), range="0,3,0.4") == 0 and ts_rank(close, 20) > 0.8, ts_delta(close, 5), ts_delta(close, 120) * -1)
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group_mean(ts_corr(ts_delta(close,5), ts_delta(volume,5), 60), 1, industry) * rank(ts_mean(volume, 30), 120)
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multiply(ts_rank(ts_std_dev(returns, 30), 120), group_rank(close, sector))
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ts_mean(ts_zscore(returns, 20), 60) - ts_mean(ts_zscore(returns, 20), 120)
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if_else(rank(volume) > 0.8, ts_regression(close, ts_step(1), 30, 0, 1), ts_regression(close, ts_step(1), 120, 0, 1) * -1)
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group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4")) - ts_mean(ts_delta(close, 20), 240)
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multiply(rank(ts_corr(close, volume, 30)), group_rank(ts_std_dev(returns, 60), industry))
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divide(ts_rank(close, 60), ts_rank(volume, 60))
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if_else(ts_mean(volume, 20) > ts_delay(ts_mean(volume, 20), 20), ts_delta(close, 10), reverse(ts_delta(close, 10)))
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group_rank(ts_regression(close, ts_step(1), 60, 0, 1), sector) * rank(volume) |