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37 lines
2.6 KiB
37 lines
2.6 KiB
close / ts_delay(close, 20) - 1 + ts_zscore(volume, 60) * if_else(ts_rank(close, 60) > 0.5, 1, -1)
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ts_delta(close, 5) * (volume / ts_mean(volume, 20)) - ts_std_dev(returns, 30) * bucket(rank(close), range="0,5,0.2")
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(ts_rank(volume, 30) - ts_rank(volume, 5)) * (ts_corr(close, ts_mean(close, 10), 30) + if_else(ts_rank(close, 60) > 0.3, ts_delta(close, 10), 0))
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close / ts_delay(close, 60) - 1 + (ts_zscore(returns, 20) * ts_zscore(volume, 20)) * if_else(close > ts_delay(close, 10), 1, -1)
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(ts_delta(close, 10) / ts_delay(close, 10)) * (1 - bucket(rank(volume), range="0,3,0.333")) + ts_corr(close, ts_mean(close, 60), 20)
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(ts_regression(close, ts_step(1), 30, 0, 1) * 100) - (ts_std_dev(returns, 90) * group_rank(close, sector)) + if_else(ts_rank(volume, 20) > 0.75, 1, 0)
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(ts_delta(close, 20) / ts_delay(close, 20)) * ts_zscore(volume, 60) + if_else(ts_rank(close, 60) < 0.3, -1, 1) * bucket(rank(close), range="0,10,0.1")
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(group_mean(close, 1, sector) / close - 1) * ts_rank(volume, 20) + (ts_delta(close, 30) - ts_std_dev(returns, 120)) * if_else(ts_rank(close, 30) > 0.5, 1, -1)
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(ts_delay(close, 5) / close - 1) * ts_zscore(volume, 10) + (ts_delta(close, 30) * if_else(ts_rank(volume, 60) > 0.5, 1, -1))
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close / ts_delay(close, 10) - 1 + (ts_zscore(returns, 60) * bucket(rank(volume), range="0,4,0.25")) + ts_regression(close, ts_step(1), 20, 0, 1)
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(ts_delta(close, 10) / ts_delay(close, 10)) * (volume / ts_mean(volume, 30)) - if_else(ts_rank(close, 60) > 0.6, ts_std_dev(returns, 20), 0)
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(ts_rank(close, 20) * ts_zscore(volume, 30)) + (ts_corr(close, ts_mean(close, 60), 30) * if_else(ts_delta(close, 5) > 0, 1, -1))
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bucket(rank(ts_delta(close, 5)), range="0,5,1") * ts_zscore(volume, 20) - (ts_regression(close, ts_step(1), 60, 0, 1) * ts_std_dev(returns, 90))
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close / ts_delay(close, 30) - 1 + (ts_corr(close, ts_mean(close, 60), 20) * bucket(rank(volume), range="0,3,0.333"))
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(ts_rank(volume, 5) - ts_rank(volume, 20)) * ts_zscore(returns, 10) + if_else(ts_delay(close, 10) > close, -1, 1) * ts_delta(close, 20)
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(group_mean(returns, 1, industry) / ts_std_dev(returns, 60)) * (close / ts_delay(close, 20) - 1) - ts_rank(volume, 30) * if_else(ts_rank(close, 30) > 0.5, 1, -1)
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ts_delta(close, 5) * (ts_corr(close, ts_mean(close, 120), 60) - bucket(rank(close), range="0,10,0.1")) + (ts_zscore(volume, 60) * if_else(ts_rank(close, 5) > 0.5, 1, -1))
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(ts_rank(close, 60) * ts_zscore(returns, 20)) - (ts_std_dev(returns, 30) * bucket(rank(volume), range="0,4,0.25"))
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close / ts_delay(close, 20) - 1 + ts_corr(close, ts_mean(close, 30), 10) * (ts_zscore(volume, 20) * if_else(ts_rank(close, 60) > 0.7, 1, -1)) |