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187 lines
8.8 KiB
187 lines
8.8 KiB
close / ts_delay(close, 5) - 1 + ts_zscore(volume, 20)
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ts_delta(close, 10) * ts_rank(volume, 30) / ts_std_dev(returns, 20)
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ts_regression(close, ts_step(1), 60, 0, 1) + bucket(rank(volume), range="0,3,0.4") * ts_mean(returns, 30)
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if_else(ts_std_dev(returns, 60) > 0.025, ts_delta(close, 5), ts_delta(close, 60)) * ts_zscore(close, 20)
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ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 20) + group_mean(ts_delta(close, 10), 1, industry)
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ts_decay_linear(returns, 20) * ts_rank(ts_mean(volume, 60), 30) - ts_mean(returns, 10)
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group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,5,0.25")) / ts_std_dev(close, 60)
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if_else(ts_rank(volume, 30) > 0.8, ts_delta(close, 5), ts_delta(close, 30)) + ts_corr(close, volume, 10)
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ts_delta(group_mean(close, 1, sector), 10) / ts_std_dev(group_rank(returns, sector), 30)
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ts_mean(returns, 5) * ts_zscore(ts_delta(volume, 20), 60) - ts_delta(close, 20)
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ts_regression(close, ts_step(1), 30, 0, 1) * if_else(rank(volume) > 0.7, 1.2, 0.8)
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ts_delta(close, 30) + multiply(ts_corr(close, volume, 20), ts_mean(returns, 60), filter=true)
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group_rank(ts_delta(close, 10), industry) * ts_decay_linear(volume, 90) / 100
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if_else(ts_std_dev(returns, 20) > 0.03, ts_delta(close, 5), ts_delta(close, 90)) + ts_rank(returns, 60)
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ts_corr(ts_delta(close, 20), ts_delta(volume, 20), 30) * group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,2,0.5"))
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ts_delta(ts_mean(close, 10), 5) * ts_rank(volume / ts_mean(volume, 60), 30)
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ts_decay_linear(close / ts_delay(close, 20) - 1, 40) + ts_mean(rank(volume), 20) * 2
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if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.6, ts_delta(close, 10), ts_delta(close, 120)) / ts_zscore(close, 30)
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group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,4,0.2")) - ts_std_dev(returns, 90)
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ts_delta(close, 5) * ts_regression(close, ts_step(1), 60, 0, 1) / 100
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ts_corr(group_mean(returns, 1, sector), ts_mean(returns, 20), 30) + ts_delta(close, 30)
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if_else(ts_rank(volume, 20) > 0.75, ts_mean(returns, 5), ts_mean(returns, 90)) * ts_zscore(close, 60)
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ts_delta(close, 20) + multiply(ts_rank(volume, 30), ts_corr(close, returns, 10), filter=true)
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group_mean(ts_delta(close, 10), 1, industry) * if_else(bucket(rank(volume), range="0,5,0.2") == 0, 1.1, 0.9)
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ts_decay_linear(returns, 30) / ts_std_dev(close, 60) + ts_rank(volume, 60)
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ts_delta(close, 60) * ts_rank(ts_mean(volume, 20), 30) / ts_mean(returns, 10)
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if_else(ts_std_dev(returns, 60) < 0.015, ts_delta(close, 10), ts_delta(close, 30)) + ts_corr(close, volume, 20)
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ts_corr(ts_delta(close, 5), ts_delta(close, 30), 20) * ts_zscore(volume, 10) - ts_mean(returns, 5)
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group_mean(ts_delta(close, 15), 1, bucket(rank(volume), range="0,5,0.2")) + ts_rank(returns, 90)
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ts_regression(close, ts_step(1), 90, 0, 1) * if_else(rank(close) > 0.8, 1.05, 0.95)
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ts_decay_linear(ts_delta(close, 10), 50) / ts_mean(returns, 20) + ts_rank(volume, 30)
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if_else(ts_rank(ts_std_dev(returns, 10), 30) > 0.6, ts_delta(close, 5), ts_delta(close, 20)) * ts_corr(close, volume, 30)
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ts_delta(group_mean(close, 1, sector), 20) / ts_std_dev(group_rank(returns, sector), 60)
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ts_corr(ts_delta(close, 20), ts_delta(close, 5), 30) * ts_mean(rank(volume), 20)
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group_mean(ts_delta(close, 5), 1, industry) * if_else(bucket(rank(volume), range="0,3,0.4") == 2, 1.0, 0.98)
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ts_delta(close, 30) * ts_decay_linear(volume, 60) / ts_zscore(returns, 20)
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if_else(ts_rank(volume, 60) > 0.7, ts_delta(close, 10), ts_delta(close, 120)) + ts_corr(close, volume, 20)
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ts_regression(close, ts_step(1), 40, 0, 1) * group_mean(rsi(returns, 14), 1, industry) / 10
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ts_delta(close, 10) * ts_rank(ts_mean(returns, 30), 20) / ts_std_dev(volume, 60)
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if_else(ts_std_dev(returns, 20) > 0.04, ts_delta(close, 5), ts_delta(close, 60)) + ts_zscore(close, 30)
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ts_decay_linear(close / ts_delay(close, 30) - 1, 90) * ts_corr(close, volume, 10)
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group_mean(ts_delta(close, 5), 1, sector) * if_else(rank(volume) > 0.8, 1.1, 0.95)
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ts_delta(close, 20) * ts_rank(ts_std_dev(returns, 60), 30) / ts_mean(returns, 20)
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if_else(ts_rank(ts_std_dev(returns, 90), 60) > 0.7, ts_delta(close, 5), ts_delta(close, 30)) + ts_corr(ts_delta(close, 5), volume, 20)
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ts_corr(group_mean(returns, 1, subindustry), ts_mean(returns, 30), 20) + ts_delta(close, 60)
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ts_decay_linear(returns, 20) * ts_rank(volume, 90) - ts_zscore(close, 60)
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if_else(ts_rank(volume, 90) > 0.7, group_mean(close, 1, industry), ts_delta(close, 20)) / ts_std_dev(returns, 10)
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ts_delta(close, 5) * (ts_regression(close, ts_step(1), 30, 0, 1) + 0.1) / ts_mean(returns, 60)
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ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 60) + group_mean(ts_delta(close, 20), 1, sector)
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if_else(ts_std_dev(returns, 15) > 0.02, ts_delta(close, 5), ts_delta(close, 90)) * ts_rank(volume, 30)
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ts_delta(group_mean(close, 1, industry), 10) / ts_std_dev(group_rank(returns, industry), 30)
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ts_decay_linear(ts_delta(close, 5), 20) * if_else(rank(volume) > 0.6, 1.2, 0.8)
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if_else(ts_rank(ts_std_dev(returns, 30), 40) > 0.65, ts_delta(close, 10), ts_delta(close, 120)) + ts_corr(close, volume, 30)
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group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,3,0.33")) - ts_mean(returns, 20)
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ts_regression(close, ts_step(1), 60, 0, 1) * ts_rank(ts_delta(volume, 10), 20) / 100
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ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30) + ts_delta(close, 30)
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if_else(ts_rank(rank(volume), 30) > 0.7, ts_mean(returns, 5), ts_mean(returns, 90)) * ts_zscore(close, 60)
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group_mean(ts_delta(close, 10), 1, sector) * if_else(bucket(rank(volume), range="0,5,0.2") == 0, 1.15, 0.85)
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ts_delta(close, 60) * ts_rank(ts_mean(returns, 20), 30) / ts_std_dev(returns, 90)
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if_else(ts_std_dev(returns, 20) > 0.03, ts_delta(close, 5), ts_delta(close, 20)) + ts_corr(close, volume, 10)
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ts_decay_linear(returns, 60) * group_mean(ts_delta(close, 5), 1, industry)
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ts_delta(close, 20) * ts_rank(ts_corr(close, volume, 10), 30) / ts_mean(returns, 60)
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if_else(ts_rank(volume, 20) > 0.75, ts_delta(close, 5), ts_delta(close, 30)) * ts_zscore(close, 20)
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ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 20) * group_mean(ts_delta(close, 5), 1, sector)
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group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,4,0.25")) - ts_std_dev(returns, 60)
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ts_regression(close, ts_step(1), 30, 0, 1) * if_else(rank(close) > 0.8, 1.1, 0.9)
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ts_delta(close, 30) * ts_corr(close, volume, 20) / ts_mean(returns, 10)
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if_else(ts_std_dev(returns, 90) < 0.01, ts_delta(close, 20), ts_delta(close, 5)) + ts_rank(returns, 60)
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group_rank(ts_delta(close, 10), industry) * ts_decay_linear(volume, 90) / 100
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ts_delta(close, 10) * (ts_corr(close, volume, 30) + 0.5)
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if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.7, ts_delta(close, 5), ts_delta(close, 60)) * ts_rank(volume, 30)
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ts_corr(group_mean(returns, 1, market), ts_mean(returns, 20), 30) + ts_delta(close, 60)
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multiply(ts_delta(close, 10), ts_rank(volume, 20), filter=false) - ts_std_dev(returns, 20)
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group_mean(ts_delta(close, 5), 1, industry) * if_else(bucket(rank(volume), range="0,3,0.33") == 0, 1.05, 0.97)
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ts_delta(close, 20) * ts_rank(ts_std_dev(returns, 60), 40) / ts_mean(returns, 30)
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if_else(ts_rank(ts_std_dev(returns, 10), 20) > 0.8, ts_delta(close, 5), ts_delta(close, 30)) + ts_corr(close, volume, 20)
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ts_decay_linear(ts_delta(close, 10), 40) * ts_corr(close, volume, 30)
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ts_delta(group_mean(close, 1, sector), 30) / ts_std_dev(group_rank(returns, sector), 90)
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multiply(ts_delta(close, 5), ts_regression(close, ts_step(1), 20, 0, 1), filter=true)
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ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 60) + group_mean(ts_delta(close, 10), 1, industry)
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if_else(ts_std_dev(returns, 60) > 0.02, ts_delta(close, 5), ts_delta(close, 120)) * ts_zscore(volume, 20)
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ts_decay_linear(ts_mean(returns, 10), 60) + ts_rank(volume, 90)
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group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,5,0.2")) - ts_mean(returns, 20)
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ts_delta(close, 30) * ts_rank(ts_corr(close, returns, 10), 20) / ts_mean(volume, 30)
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if_else(ts_rank(rank(volume), 30) > 0.8, ts_delta(close, 5), ts_delta(close, 60)) * ts_corr(close, returns, 20)
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ts_regression(close, ts_step(1), 120, 0, 1) * if_else(bucket(rank(volume), range="0,4,0.25") == 0, 1.1, 0.9)
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ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30) * group_mean(returns, 1, sector)
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if_else(ts_std_dev(returns, 20) > 0.035, ts_delta(close, 5), ts_delta(close, 90)) + ts_rank(returns, 60) * 0.1
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group_mean(ts_delta(close, 10), 1, industry) * ts_rank(ts_mean(volume, 60), 20) / ts_std_dev(returns, 90)
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ts_delta(close, 20) * ts_corr(close, volume, 10) / ts_mean(returns, 30)
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if_else(ts_rank(ts_std_dev(returns, 20), 60) > 0.7, ts_mean(returns, 5), ts_mean(returns, 120)) + ts_zscore(close, 60)
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ts_decay_linear(ts_delta(close, 5), 30) * group_rank(ts_delta(close, 10), industry) / 100
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group_mean(ts_delta(close, 20), 1, sector) * if_else(rank(close) > 0.8, 1.08, 0.92)
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ts_delta(c |