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.
21 lines
1.2 KiB
21 lines
1.2 KiB
|
|
multiply(ts_corr(group_mean(returns,1,sector), group_mean(returns,1,industry),30), ts_delta(close,20))
|
|
divide(ts_zscore(volume,20), add(ts_std_dev(returns,30), 0.01))
|
|
multiply(ts_delta(close,10), if_else(rank(volume) > 0.8, 1, -1))
|
|
ts_corr(rank(ts_delta(close,5)), rank(ts_zscore(volume,10)), 20)
|
|
multiply(ts_delta/ts_std_dev(ts_delta(close,20),20), -1)
|
|
multiply(group_rank(close,industry), rank(volume))
|
|
ts/ts_mean(ts_mean(volume,5),20)
|
|
multiply(-1, ts_rank(rank(close),10))
|
|
divide(subtract(mean(close,10), mean(close,50)), ts_std_dev(returns,100))
|
|
multiply(hump(mean(close,10),0.05), hump(mean(close,50),0.05))
|
|
multiply(rank(volume), -1 * ts_delta(close,30))
|
|
multiply(-1, rank(ts_std_dev(returns,60)))
|
|
divide(add(close,vwap),2)
|
|
multiply(subtract(close,ts_delay(close,30)), -1 * ts_std_dev(returns,60))
|
|
multiply(hump(mean(close,30),0.1), rank(volume))
|
|
multiply(if_else(ts_std_dev(returns,60) > 0.02, -1 * ts_delta(mean(close,5),5), -1 * ts_delta(mean(close,20),20)), -1 * rank(volume))
|
|
multiply(if_else(close > ts_delay(close,30), 1, -1), rank(volume))
|
|
multiply(ts_corr(close, volume,20), -1 * ts_delta(close,5))
|
|
multiply(hump(mean(close,15),0.05), hump(mean(close,60),0.1))
|
|
multiply(if_else(ts_std_dev(returns,100) > 0.015, close/min(close,100), 0), hump(volume,0.1)) |