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39 lines
1.9 KiB
39 lines
1.9 KiB
multiply(ts_delta(close, 10), group_mean(ts_zscore(volume, 120), 1, subindustry))
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multiply(if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 5), ts_delta(close, 20)), ts_corr(returns, group_mean(returns, 1, sector), 30))
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group_neutralize(multiply(sign(ts_delta(close, 60)), ts_std_dev(returns, 20)), sector)
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if_else(ts_rank(ts_std_dev(returns, 20), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 60))
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multiply(ts_corr(group_mean(returns, 1, industry), group_mean(returns, 1, sector), 20), ts_delta(close, 10))
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reverse(multiply(ts_rank(divide(volume, ts_mean(volume, 20)), 10), ts_delta(close, 30)))
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multiply(group_rank(ts_zscore(volume, 5), industry), ts_delta(group_mean(close, 1, sector), 20))
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multiply(if_else(ts_mean(abs(returns), 10) > ts_mean(abs(returns), 60), ts_delta(close, 5), ts_delta(close, 30)), ts_zscore(volume, 120))
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ts_delta(group_mean(close, 1, subindustry), 10)
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multiply(ts_sum(if_else(returns > 0, volume, multiply(volume, -1)), 5), ts_delta(close, 3))
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subtract(ts_delta(close, 20), group_mean(ts_delta(close, 20), 1, industry))
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multiply(if_else(ts_rank(volume, 120) > 0.8, ts_delta(close, 5), ts_delta(close, 120)), ts_corr(returns, group_mean(returns, 1, sector), 60))
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group_zscore(multiply(ts_zscore(volume, 30), ts_delta(close, 10)), industry)
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multiply(ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30), ts_delta(close, 20))
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if_else(bucket(rank(ts_std_dev(returns, 30)), range="0,3,0.4") == 0, ts_delta(close, 10), reverse(ts_delta(close, 20)))
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multiply(ts_delta(close, 5), divide(ts_corr(returns, group_mean(returns, 1, subindustry), 20), ts_std_dev(returns, 30)))
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group_mean(reverse(multiply(ts_rank(volume, 60), ts_delta(close, 5))), 1, sector)
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multiply(sign(ts_delta(close, 120)), ts_rank(ts_zscore(volume, 10), 30))
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subtract(ts_delta(close, 10), group_mean(ts_delta(close, 10), 1, subindustry))
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multiply(if_else(ts_mean(volume, 5) > ts_mean(volume, 20), ts_delta(close, 3), ts_delta(close, 15)), ts_std_dev(returns, 10)) |