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19 lines
2.0 KiB
19 lines
2.0 KiB
group_mean(multiply(ts_zscore(volume, 5), group_mean(abs(ts_delta(close, 5)), 1, industry)), 1, bucket(rank(volume), range="0,3,0.4"))
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multiply(group_mean(ts_delta(close, 10), 1, industry), ts_regression(volume, ts_step(1), 30, 0, 1))
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ts_corr(multiply(volume, returns), group_mean(multiply(volume, returns), 1, sector), 20)
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group_mean(if_else(ts_std_dev(volume, 10) < 0.7, ts_delta(close, 5), -ts_delta(close, 5)), 1, bucket(rank(volume), range="0,3,0.4"))
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multiply(ts_zscore(volume, 15), divide(group_mean(ts_delta(close, 1), 1, industry), ts_std_dev(returns, 15)))
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group_mean(ts_delta(ts_regression(close, ts_step(1), 20, 0, 1), 1, industry), 1, bucket(rank(ts_regression(close, ts_step(1), 30, 0, 1), range="0,3,0.4", 2)))
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multiply(group_mean(days_from_last_change(high_volume_event), 1, sector), ts_zscore(volume, 10))
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group_mean(ts_delay(close, 1) / close - group_mean(ts_delay(close, 1) / close, 1, industry), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_corr(ts_delta(close, 1), group_mean(ts_delta(close, 1), 1, sector), 30)
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divide(group_mean(ts_delta(close, 20), 1, industry), ts_std_dev(returns, 20))
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multiply(ts_zscore(volume, 5), group_mean(ts_delta(close, 1), 1, bucket(rank(volume), range="0,3,0.4", 1)))
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group_mean(ts_delay(multiply(volume, returns), 1), 1, industry) * ts_regression(close, ts_step(1), 60, 0, 1)
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divide(group_mean(ts_delta(volume / sharesout, 1), 1, industry_leader_bucket), group_mean(volume / sharesout, 1, industry))
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multiply(group_mean(abs(returns - group_mean(returns, 1, industry)), 1, industry), ts_zscore(volume, 10))
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group_mean(ts_delta(close, 5), 1, bucket(rank(ts_regression(close, ts_step(1), 20, 0, 1), range="0,3,0.4")))
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if_else(group_mean(ts_corr(volume, group_mean(close, 1, industry), 20), 1, industry) > 0.6, ts_delta(close, 5), -ts_delta(close, 5))
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group_mean(days_from_last_change(ts_zscore(volume, 5)), 1, industry) * ts_std_dev(returns, 20)
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multiply(ts_zscore(volume, 10), group_mean(ts_delta(close, 1), 1, bucket(rank(volume), range="0,3,0.5")))
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divide(group_mean(ts_delta(close, 10), 1, industry), ts_std_dev(returns, 10))
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