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39 lines
1.1 KiB
39 lines
1.1 KiB
multiply(ts_delta(close, 20), ts_zscore(volume, 60))
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if_else(ts_rank(ts_std_dev(returns, 20), 120) > 0.8, ts_delta(close, 5), ts_delta(close, 60))
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group_mean(ts_delta(close, 30), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_corr(group_mean(returns, 1, industry), group_mean(returns, 1, sector), 60)
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multiply(reverse(ts_rank(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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ts_av_diff(ts_delta(close,5), 20)
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group_zscore(ts_delta(close,30), industry)
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if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close,10), ts_delta(close,60))
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ts_decay_linear(ts_delta(close,5), 30)
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multiply(ts_corr(returns, ts_delay(returns,1), 20), ts_delta(close,20))
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group_rank(ts_delta(close,30), sector)
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ts_scale(ts_zscore(volume, 30), 60)
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multiply(ts_std_dev(returns, 20), ts_delta(close, 30))
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ts_quantile(ts_delta(close, 20), 60, "gaussian")
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group_neutralize(ts_delta(close, 30), industry)
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ts_arg_max(ts_delta(close,5), 60)
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ts_sum(ts_delta(close,5), 20)
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ts_backfill(ts_delta(close,10), 30, 1)
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group_scale(ts_delta(close,30), sector) |