You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
19 lines
1.7 KiB
19 lines
1.7 KiB
add(multiply(group_zscore(divide(ts_sum(volume,5),ts_mean(volume,20)), industry), reverse(ts_scale(ts_corr(ts_delta(close,5),ts_delay(ts_delta(close,5),1),20),20,constant=-0.5))), multiply(0.7, ts_delta(close,20), if_else(ts_rank(ts_std_dev(returns,60),120) > 0.7, 1, divide(0.5, ts_std_dev(returns,60)))))
|
|
|
|
group_neutralize(multiply(divide(ts_delta(close,10), ts_std_dev(returns,10)), ts_rank(ts_delta(close,20),60), if_else(ts_rank(volume,120) > 0.8, 0.8, 1.2)), sector)
|
|
|
|
multiply(ts_corr(group_zscore(ts_delta(close,5), sector), group_zscore(ts_delay(ts_delta(close,5),5), sector), 30), if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close,5), ts_delta(close,10)))
|
|
|
|
add(multiply(reverse(ts_rank(divide(volume, ts_mean(volume,20)), 10)), ts_delta(close,20)), multiply(0.3, ts_zscore(ts_corr(ts_delay(close,1), close, 20), 60)))
|
|
|
|
group_scale(multiply(ts_scale(ts_delta(close,20),20), ts_rank(ts_std_dev(returns,5),20), if_else(ts_rank(ts_mean(abs(returns),10),30) > 0.7, 1, -1)), industry)
|
|
|
|
if_else(ts_std_dev(returns,20) > 0.02, multiply(ts_delta(close,5), divide(1, ts_std_dev(returns,5))), multiply(ts_delta(close,30), divide(1, ts_std_dev(returns,30))))
|
|
|
|
multiply(ts_corr(ts_delay(ts_delta(close,1),1), ts_delta(close,1), 10), group_zscore(ts_sum(volume,5), industry), ts_rank(ts_delta(close,10),30))
|
|
|
|
add(group_neutralize(ts_regression(close, ts_step(1), 30, 0, 1), sector), multiply(0.5, ts_zscore(divide(volume, ts_mean(volume,60)), 20)))
|
|
|
|
multiply(if_else(ts_rank(volume,120) > 0.8, ts_delta(close,5), ts_delta(close,20)), ts_rank(ts_corr(close, volume, 10), 30), reverse(ts_scale(ts_sum(returns,5),5)))
|
|
|
|
group_zscore(multiply(ts_delta(close,20), divide(1, ts_std_dev(returns,20)), ts_rank(ts_mean(volume,10),60)), industry) |