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209 lines
8.5 KiB
209 lines
8.5 KiB
ts_delta(close, 10) * rank(volume)
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ts_regression(close, ts_step(1), 20, 0, 1) / ts_std_dev(returns, 20)
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ts_delta(ts_delta(close, 5), 10) + ts_mean(returns, 30)
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ts_mean(returns, 20) * group_mean(1, bucket(rank(volume), range="0,3,0.4"))
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ts_decay_linear(returns, 30) / if_else(ts_rank(ts_std_dev(returns, 60), 120) > 0.6, 1, 0.5)
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ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 60) + ts_zscore(volume, 20)
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ts_delta(close, 30) * if_else(rank(volume) > 0.7, 1.2, 0.8)
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group_mean(ts_delta(close, 10), 1, bucket(rank(volume), range="0,5,0.2")) - ts_std_dev(returns, 20)
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ts_regression(close, ts_step(1), 60, 0, 1) * ts_mean(returns, 60)
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if_else(ts_rank(volume, 20) > 0.8, ts_delta(close, 5), ts_delta(close, 60))
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ts_delta(close, 20) + multiply(ts_corr(close, ts_delay(close, 1), 20), ts_std_dev(returns, 60))
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group_mean(returns, 1, bucket(rank(volume), range="0,3,0.4")) * ts_delta(close, 5)
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ts_delta(close, 5) / (ts_std_dev(returns, 10) + 0.0001)
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ts_mean(returns, 30) * if_else(ts_zscore(volume, 20) > 1.5, 1.1, 0.9)
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ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 30) * ts_regression(close, ts_step(1), 30, 0, 1)
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group_rank(returns, industry) * ts_delta(close, 20)
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ts_regression(close, ts_step(1), 90, 0, 1) - ts_delta(close, 60)
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if_else(ts_std_dev(returns, 20) > 0.03, ts_delta(close, 5), ts_delta(close, 30))
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ts_decay_linear(returns, 20) + group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,4,0.25"))
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ts_delta(close, 60) * ts_rank(volume, 30)
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ts_zscore(close, 30) * group_mean(ts_delta(close, 10), 1, bucket(rank(volume), range="0,5,0.2"))
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ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 60) + ts_mean(returns, 20)
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ts_delta(close, 10) * if_else(ts_rank(ts_std_dev(returns, 60), 120) > 0.5, 1.0, 0.5)
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group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,3,0.4")) / ts_std_dev(returns, 20)
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ts_regression(close, ts_step(1), 20, 0, 1) + ts_mean(returns, 60)
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ts_delta(close, 30) * multiply(if_else(rank(volume) > 0.6, 1.0, 0.7), ts_rank(close, 20))
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ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 30) * ts_delta(close, 5)
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if_else(ts_rank(volatility, 30) > 0.7, ts_delta(close, 5), ts_delta(close, 60))
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ts_delta(close, 20) + group_mean(returns, 1, bucket(rank(volume), range="0,3,0.4"))
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ts_regression(close, ts_step(1), 60, 0, 1) / ts_delta(close, 10)
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ts_decay_linear(returns, 90) * if_else(ts_rank(ts_std_dev(returns, 60), 120) > 0.6, 1.2, 0.8)
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group_mean(ts_delta(close, 10), 1, bucket(rank(volume), range="0,5,0.2")) - ts_variance(returns, 30)
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ts_delta(close, 60) * group_rank(returns, industry)
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ts_zscore(ts_delta(close, 20), 60) * rank(volume)
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ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 20) / ts_mean(returns, 10)
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if_else(ts_rank(ts_std_dev(returns, 20), 60) > 0.5, ts_delta(close, 5), ts_mean(close, 30))
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ts_mean(returns, 10) * group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_regression(close, ts_step(1), 30, 0, 1) + ts_decay_linear(returns, 60)
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ts_delta(close, 10) * multiply(1 + ts_rank(volume, 20), ts_rank(close, 60))
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group_mean(close, 1, bucket(rank(volume), range="0,4,0.25")) / ts_std_dev(returns, 30)
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ts_delta(close, 30) - if_else(ts_rank(volume, 20) > 0.7, 0.01, -0.01)
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ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 120) * ts_regression(close, ts_step(1), 20, 0, 1)
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ts_mean(returns, 60) * if_else(ts_rank(ts_std_dev(returns, 90), 180) > 0.7, 1.1, 0.9)
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ts_delta(close, 5) - group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,5,0.2"))
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ts_regression(close, ts_step(1), 90, 0, 1) * ts_zscore(volume, 30)
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if_else(ts_rank(vocal, 30) > 0.6, ts_delta(close, 10), ts_delta(close, 90))
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group_mean(returns, 1, bucket(rank(volume), range="0,3,0.4")) + ts_variance(returns, 60)
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ts_decay_linear(returns, 20) * if_else(ts_rank(volume, 60) > 0.7, 1.0, 0.8)
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ts_delta(close, 20) * group_mean(ts_regression(close, ts_step(1), 10, 0, 1), 1, bucket(rank(volume), range="0,4,0.25"))
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ts_corr(ts_delta(close, 10), ts_delta(volume, 5), 30) * ts_mean(returns, 30)
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ts_regression(close, ts_step(1), 60, 0, 1) - ts_delta(close, 30)
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if_else(ts_rank(ts_std_dev(returns, 60), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 60))
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ts_delta(close, 30) + group_mean(returns, 1, bucket(rank(volume), range="0,3,0.4"))
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ts_zscore(close, 60) * group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,5,0.2"))
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ts_corr(ts_delta(close, 5), ts_delta(close, 5), 30) / ts_mean(returns, 20)
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ts_delta(close, 10) * if_else(ts_rank(volume, 30) > 0.8, 1.2, 0.9)
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ts_mean(returns, 60) + group_mean(close, 1, bucket(rank(volume), range="0,4,0.25"))
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ts_regression(close, ts_step(1), 90, 0, 1) + ts_decay_linear(returns, 90)
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ts_delta(close, 60) * multiply(if_else(rank(volume) > 0.5, 1.1, 0.95), ts_rank(close, 30))
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group_mean(close, 1, bucket(rank(volume), range="0,5,0.2")) / ts_std_dev(returns, 20)
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ts_delta(close, 30) - if_else(ts_rank(volume, 90) > 0.6, 0.02, -0.02)
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ts_corr(ts_delta(close, 20), ts_delta(volume, 10), 60) * ts_regression(close, ts_step(1), 30, 0, 1)
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ts_mean(returns, 20) * if_else(ts_rank(ts_std_dev(returns, 60), 120) > 0.5, 1.0, 0.7)
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ts_delta(close, 5) + group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4"))
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ts_regression(close, ts_step(1), 30, 0, 1) * ts_zscore(returns, 60)
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if_else(ts_rank(volume, 20) > 0.9, ts_delta(close, 5), ts_delta(close, 120))
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ts_delta(close, 10) * group_mean(returns, 1, bucket(rank(volume), range="0,4,0.25"))
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ts_zscore(ts_delta(close, 30), 90) * rank(volume)
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ts_corr(ts_delta(close, 5), ts_delta(volume, 10), 60) / ts_mean(returns, 30)
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ts_delta(close, 5) * if_else(ts_rank(volume, 60) > 0.7, 1.15, 0.9)
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group_mean(close, 1, bucket(rank(volume), range="0,5,0.2")) * ts_regression(close, ts_step(1), 20, 0, 1)
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ts_regression(close, ts_step(1), 20, 0, 1) * ts_mean(returns, 60)
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if_else(ts_rank(ts_std_dev(returns, 30), 90) > 0.8, ts_delta(close, 5), ts_delta(close, 90))
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ts_delta(close, 20) + group_mean(returns, 1, bucket(rank(volume), range="0,3,0.4"))
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ts_zscore(close, 20) * group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,4,0.25"))
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ts_corr(ts_delta(close, 10), ts_delta(volume, 5), 90) * if_else(ts_rank(volume, 30) > 0.6, 1.0, 0.8)
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ts_mean(returns, 30) * if_else(ts_rank(ts_std_dev(returns, 60), 120) > 0.7, 1.2, 1.0)
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ts_delta(close, 90) * rank(volume)
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ts_regression(close, ts_step(1), 60, 0, 1) / ts_std_dev(returns, 10)
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if_else(ts_rank(volume, 60) > 0.8, ts_delta(close, 5), ts_delta(close, 60))
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ts_delta(close, 30) * group_mean(returns, 1, bucket(rank(volume), range="0,3,0.4"))
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ts_zscore(close, 60) * group_mean(ts_delta(close, 10), 1, bucket(rank(volume), range="0,5,0.2"))
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ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30) * ts_mean(returns, 20)
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ts_regression(close, ts_step(1), 90, 0, 1) * ts_decay_linear(returns, 120)
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if_else(ts_rank(ts_std_dev(returns, 20), 60) > 0.6, ts_delta(close, 10), ts_delta(close, 120))
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ts_delta(close, 20) + group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,4,0.25"))
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ts_regression(close, ts_step(1), 30, 0, 1) + ts_zscore(returns, 90)
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ts_delta(close, 60) * multiply(if_else(rank(volume) > 0.6, 1.2, 1.0), ts_rank(close, 30))
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group_mean(close, 1, bucket(rank(volume), range="0,3,0.4")) / ts_std_dev(returns, 20)
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ts_decay_linear(returns, 90) * if_else(ts_rank(volume, 90) > 0.7, 1.1, 0.9)
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ts_delta(close, 120) + group_mean(returns, 1, bucket(rank(volume), range="0,5,0.2"))
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ts_zscore(ts_delta(close, 20), 60) * rank(volume)
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ts_corr(ts_delta(close, 5), ts_delta(volume, 10), 30) / ts_mean(returns, 60)
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ts_delta(close, 5) * if_else(ts_rank(volume, 30) > 0.7, 1.05, 0.95)
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group_mean(returns, 1, bucket(rank(volume), range="0,4,0.25")) * ts_regression(close, ts_step(1), 60, 0, 1)
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ts_regression(close, ts_step(1), 20, 0, 1) * ts_mean(returns, 90)
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if_else(ts_rank(ts_std_dev(returns, 60), 180) > 0.7, ts_delta(close, 5), ts_delta(close, 90))
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ts_delta(close, 5) + group_mean(close, 1, bucket(rank(volume), range="0,3,0.4"))
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ts_zscore(close, 30) * group_mean(ts_delta(close, 10), 1, bucket(rank(volume), range="0,5,0.2"))
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ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 20) * if_else(ts_rank(volume, 90) > 0.6, 1.0, 0.7)
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ts_mean(returns, 90) * if_else(ts_rank(ts_std_dev(returns, 60), 120) > 0.6, 1.1, 0.8)
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ts_delta(close, 30) * rank(volume)
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ts_regression(close, ts_step(1), 120, 0, 1) / ts_std_dev(returns, 30)
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if_else(ts_rank(volume, 20) > 0.8, ts_delta(close, 10), ts_delta(close, 60))
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ts_delta(close, 5) * group_mean(returns, 1, bucket(rank(volume), range="0,5,0. |