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42 lines
1.9 KiB
42 lines
1.9 KiB
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multiply(ts_zscore(volume, 5), ts_delta(close, 5))
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multiply(group_mean(ts_delta(close, 10), 1, bucket(rank(volume), range="0,3,0.4")), reverse(ts_rank(volume/ts_mean(volume, 20), 10)))
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if_else(ts_rank(ts_std_dev(returns, 20), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 20))
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multiply(ts_corr(group_mean(returns, 1, sector), ts_delta(group_mean(close, 1, sector), 10), 60), ts_delta(close, 20))
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multiply(reverse(ts_rank(volume/ts_mean(volume, 20), 10)), ts_delta(close, 20))
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multiply(ts_corr(returns, ts_delta(close, 1), 5), ts_zscore(volume, 10))
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group_rank(multiply(ts_delta(close, 5), ts_zscore(volume, 5)), sector)
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if_else(ts_rank(volume, 60) > 0.8, ts_delta(close, 5), multiply(ts_delta(close, 20), reverse(ts_rank(volume, 10))))
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ts_rank(ts_sum(multiply(sign(ts_delta(close, 1)), volume), 10), 60)
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multiply(ts_corr(returns, volume, 20), ts_delta(close, 10))
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if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 5), ts_delta(close, 20))
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multiply(ts_zscore(volume, 30), ts_delta(group_mean(close, 1, sector), 20))
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ts_rank(multiply(ts_delta(close, 10), ts_std_dev(returns, 20)), 250)
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if_else(ts_rank(abs(ts_delta(close, 5)), 60) > 0.9, reverse(ts_delta(close, 5)), ts_delta(close, 20))
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ts_rank(multiply(sign(ts_delta(close, 5)), ts_zscore(volume, 5)), 60)
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multiply(group_mean(ts_delta(close, 10), 1, bucket(rank(volume), range="0,3,0.4")), ts_corr(close, group_mean(close, 1, sector), 60))
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if_else(ts_corr(close, ts_sum(volume, 5), 20) > 0.5, ts_delta(close, 5), reverse(ts_delta(close, 5)))
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multiply(ts_zscore(volume, 10), ts_rank(ts_delta(close, 30), 120))
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group_rank(ts_delta(close, 10), bucket(rank(volume), range="0,3,0.4"))
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multiply(if_else(ts_std_dev(returns, 10) > ts_mean(ts_std_dev(returns, 10), 60), ts_delta(close, 5), ts_delta(close, 20)), reverse(ts_rank(volume, 20)))
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ts_rank(multiply(ts_corr(returns, volume, 5), ts_delta(close, 10)), 60) |