11 lines
796 B
Plaintext
11 lines
796 B
Plaintext
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group_mean(multiply(ts_delta(close, 20), if_else(group_mean(ts_zscore(volume, 60), 1, industry) > 0.5, 1.0, 0.5)), 1, industry)
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group_mean(multiply(ts_rank(group_mean(returns, 1, industry), 30) - 0.5, reverse(group_mean(ts_zscore(volume, 60), 1, industry))), 1, industry)
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group_mean(multiply((group_mean(ts_delta(close, 5), 1, industry) - group_mean(ts_delta(close, 60), 1, industry)) / group_mean(ts_delta(close, 60), 1, industry), inverse(group_mean(bucket(rank(volume), range="0,3,0.333"), 1, industry))), 1, industry)
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group_mean(multiply(ts_delta(close, if_else(ts_rank(ts_std_dev(returns, 20), 60) > 0.7, 5, 20)), group_mean(ts_rank(volume, 30), 1, industry)), 1, industry)
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multiply(group_mean(ts_delta(close, 20), 1, industry), reverse(group_mean(ts_zscore(volume, 60), 1, industry))) |