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87 lines
12 KiB
87 lines
12 KiB
multiply(ts_delta(group_mean(ts_regression(close, ts_step(1), 20, 0, 1), bucket(rank(close), "0,0.3")), 5), reverse(ts_corr(ts_zscore(volume, 20), ts_zscore(close, 20), 10)))
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if_else(ts_std_dev(close, 20) > ts_mean(ts_std_dev(close, 20), 120), divide(ts_delta(close, 5), ts_std_dev(close, 20)), ts_delta(close, 20))
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multiply(group_zscore(ts_rank(close, 10), bucket(rank(volume), "0,0.5,1")), ts_corr(group_mean(close, bucket(rank(close), "0,0.2")), group_mean(close, bucket(rank(close), "0.8,1")), 30))
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multiply(ts_zscore(ts_decay_linear(close, 10), 60), reverse(group_rank(ts_corr(volume, close, 5), bucket(rank(close), "0,0.25,0.5,0.75,1"))))
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ts_regression(group_scale(ts_sum(volume, 5), bucket(rank(close), "0,0.3,0.6,1")), ts_scale(close, 20), 30, 0, 1)
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if_else(ts_rank(ts_std_dev(close, 5), 60) < 0.3, ts_delta(ts_mean(close, 10), 5), reverse(ts_delta(ts_mean(close, 30), 5)))
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multiply(ts_corr(ts_av_diff(close, 10), ts_av_diff(volume, 10), 20), group_mean(ts_zscore(close, 20), bucket(rank(ts_delta(close, 1)), "0,0.2,0.8,1")))
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divide(ts_delta(group_mean(close, bucket(rank(volume), "0.7,1")), 10), ts_std_dev(group_mean(close, bucket(rank(close), "0,0.5")), 20))
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subtract(ts_rank(ts_covariance(close, volume, 10), 30), group_rank(ts_rank(close, 5), bucket(rank(close), "0,0.25,0.5,0.75,1")))
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multiply(ts_zscore(ts_sum(close, 5), 20), if_else(ts_corr(close, volume, 10) < ts_mean(ts_corr(close, volume, 10), 60), -1, 1))
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ts_delta(ts_regression(group_mean(close, bucket(rank(ts_delta(close, 5)), "0.5,1")), ts_step(1), 60, 0, 1), 5)
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multiply(group_neutralize(ts_decay_linear(close, 20), bucket(rank(volume), "0,0.33,0.66,1")), ts_corr(ts_zscore(close, 10), ts_zscore(volume, 10), 30))
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if_else(ts_std_dev(close, 10) > ts_mean(ts_std_dev(close, 10), 120), ts_rank(ts_delta(close, 2), 20), ts_rank(ts_delta(close, 10), 20))
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multiply(ts_scale(ts_corr(group_mean(close, bucket(rank(close), "0,0.2")), group_mean(close, bucket(rank(close), "0.8,1")), 20), 60), reverse(ts_rank(volume, 10)))
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divide(ts_zscore(group_mean(ts_delta(close, 1), bucket(rank(volume), "0.8,1")), 30), ts_std_dev(group_mean(close, bucket(rank(close), "0,0.5")), 30))
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multiply(ts_delta(ts_mean(close, 20), 5), group_zscore(ts_sum(volume, 5), bucket(rank(ts_delta(close, 1)), "0,0.3,0.7,1")))
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subtract(ts_regression(close, volume, 30, 0, 1), group_mean(ts_regression(close, volume, 30, 0, 1), bucket(rank(close), "0,0.2,0.4,0.6,0.8,1")))
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if_else(ts_rank(close, 30) > 0.7, reverse(ts_delta(close, 5)), ts_delta(ts_mean(close, 10), 5))
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multiply(ts_corr(ts_decay_linear(close, 10), ts_decay_linear(volume, 10), 20), reverse(group_scale(ts_rank(volume, 5), bucket(rank(close), "0,0.5,1"))))
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ts_zscore(group_mean(ts_av_diff(close, 5), bucket(rank(ts_delta(close, 1)), "0.6,1")), 40)
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multiply(if_else(ts_std_dev(close, 5) > ts_mean(ts_std_dev(close, 5), 120), ts_rank(close, 10), ts_rank(close, 30)), ts_corr(ts_zscore(close, 20), ts_zscore(volume, 20), 10))
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divide(group_mean(ts_delta(close, 10), bucket(rank(volume), "0.7,1")), ts_std_dev(group_mean(close, bucket(rank(close), "0,0.3")), 20))
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ts_regression(ts_sum(close, 5), group_mean(ts_sum(volume, 5), bucket(rank(close), "0,0.25,0.5,0.75,1")), 40, 0, 1)
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multiply(ts_rank(ts_covariance(close, volume, 15), 30), reverse(group_rank(ts_zscore(volume, 10), bucket(rank(close), "0,0.5,1"))))
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if_else(ts_corr(close, volume, 20) < 0, ts_delta(close, 2), ts_delta(ts_mean(close, 15), 5))
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multiply(ts_zscore(ts_decay_linear(volume, 20), 50), group_zscore(ts_rank(close, 10), bucket(rank(ts_delta(close, 5)), "0,0.4,0.8,1")))
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subtract(ts_mean(close, 10), group_mean(ts_mean(close, 10), bucket(rank(volume), "0,0.33,0.66,1")))
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multiply(ts_delta(group_mean(ts_regression(close, ts_step(1), 30, 0, 1), bucket(rank(volume), "0.5,1")), 10), ts_corr(ts_av_diff(close, 5), ts_av_diff(volume, 5), 20))
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if_else(ts_rank(ts_std_dev(close, 10), 60) > 0.8, reverse(ts_zscore(close, 10)), ts_zscore(ts_delta(close, 5), 20))
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multiply(ts_scale(ts_corr(group_mean(close, bucket(rank(close), "0,0.1")), group_mean(close, bucket(rank(close), "0.9,1")), 40), 80), ts_rank(ts_sum(volume, 3), 10))
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divide(ts_zscore(group_mean(ts_delta(close, 2), bucket(rank(ts_delta(volume, 1)), "0.8,1")), 30), ts_std_dev(close, 30))
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multiply(ts_delta(ts_mean(volume, 20), 5), group_scale(ts_corr(close, volume, 5), bucket(rank(close), "0,0.25,0.5,0.75,1")))
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ts_regression(ts_av_diff(close, 10), group_mean(ts_av_diff(volume, 10), bucket(rank(close), "0,0.2,0.8,1")), 50, 0, 1)
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multiply(ts_rank(ts_decay_linear(close, 15), 30), reverse(group_zscore(ts_sum(volume, 10), bucket(rank(ts_delta(close, 1)), "0,0.5,1"))))
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if_else(ts_mean(ts_corr(close, volume, 5), 20) > 0.5, ts_delta(close, 3), reverse(ts_delta(close, 10)))
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multiply(ts_zscore(ts_covariance(close, volume, 20), 40), group_mean(ts_rank(close, 5), bucket(rank(volume), "0.6,1")))
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subtract(ts_sum(close, 5), group_mean(ts_sum(close, 5), bucket(rank(ts_delta(volume, 1)), "0,0.25,0.5,0.75,1")))
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multiply(ts_delta(group_scale(close, bucket(rank(volume), "0,0.5,1")), 10), ts_corr(ts_zscore(close, 15), ts_zscore(volume, 15), 25))
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if_else(ts_std_dev(close, 20) < ts_mean(ts_std_dev(close, 20), 120), ts_rank(ts_delta(close, 1), 15), reverse(ts_rank(ts_delta(close, 5), 15)))
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multiply(ts_scale(ts_corr(group_mean(ts_delta(close, 1), bucket(rank(close), "0,0.2")), group_mean(ts_delta(close, 1), bucket(rank(close), "0.8,1")), 30), 60), ts_rank(volume, 20))
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divide(group_zscore(ts_mean(close, 10), bucket(rank(ts_delta(volume, 1)), "0.7,1")), ts_std_dev(group_zscore(close, 10), 30))
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multiply(ts_delta(ts_regression(close, volume, 40, 0, 1), 5), group_rank(ts_corr(close, volume, 10), bucket(rank(close), "0,0.33,0.66,1")))
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ts_regression(ts_decay_linear(close, 10), group_mean(ts_decay_linear(volume, 10), bucket(rank(close), "0,0.4,0.8,1")), 60, 0, 1)
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multiply(ts_rank(ts_av_diff(close, 20), 40), reverse(group_scale(ts_zscore(volume, 15), bucket(rank(ts_delta(close, 5)), "0,0.5,1"))))
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if_else(ts_rank(close, 20) < 0.3, ts_delta(close, 5), reverse(ts_delta(ts_mean(close, 15), 5)))
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multiply(ts_zscore(ts_sum(volume, 20), 50), group_zscore(ts_regression(close, ts_step(1), 20, 0, 1), bucket(rank(volume), "0.5,1")))
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subtract(ts_covariance(close, volume, 15), group_mean(ts_covariance(close, volume, 15), bucket(rank(close), "0,0.2,0.4,0.6,0.8,1")))
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multiply(ts_delta(group_mean(ts_rank(close, 10), bucket(rank(ts_delta(volume, 1)), "0.6,1")), 10), ts_corr(ts_av_diff(close, 10), ts_av_diff(volume, 10), 30))
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if_else(ts_mean(ts_corr(close, volume, 10), 40) < 0, ts_rank(ts_delta(close, 2), 20), ts_rank(ts_delta(close, 8), 20))
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multiply(ts_scale(ts_corr(group_zscore(close, 10), group_zscore(volume, 10), 20), 40), reverse(ts_rank(ts_sum(volume, 5), 15)))
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divide(ts_zscore(group_mean(ts_regression(close, ts_step(1), 25, 0, 1), bucket(rank(volume), "0.8,1")), 35), ts_std_dev(ts_zscore(close, 15), 35))
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multiply(ts_delta(ts_mean(ts_corr(close, volume, 5), 20), 5), group_scale(ts_rank(ts_delta(close, 1), 10), bucket(rank(close), "0,0.25,0.5,0.75,1")))
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ts_regression(ts_zscore(close, 20), group_mean(ts_zscore(volume, 20), bucket(rank(ts_delta(close, 5)), "0,0.3,0.7,1")), 70, 0, 1)
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multiply(ts_rank(ts_decay_linear(volume, 25), 50), reverse(group_rank(ts_av_diff(close, 15), bucket(rank(close), "0,0.5,1"))))
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if_else(ts_std_dev(close, 15) > ts_mean(ts_std_dev(close, 15), 120), reverse(ts_zscore(ts_delta(close, 3), 20)), ts_zscore(ts_delta(close, 10), 20))
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multiply(ts_zscore(ts_covariance(ts_delta(close, 1), ts_delta(volume, 1), 20), 40), group_mean(ts_scale(close, 30), bucket(rank(volume), "0.7,1")))
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subtract(ts_sum(ts_delta(close, 1), 10), group_mean(ts_sum(ts_delta(close, 1), 10), bucket(rank(volume), "0,0.33,0.66,1")))
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multiply(ts_delta(group_zscore(ts_rank(volume, 10), bucket(rank(close), "0,0.4,0.8,1")), 5), ts_corr(ts_zscore(ts_sum(close, 5), 20), ts_zscore(ts_sum(volume, 5), 20), 25))
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if_else(ts_rank(ts_corr(close, volume, 5), 30) > 0.7, reverse(ts_delta(close, 4)), ts_delta(ts_mean(close, 12), 6))
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multiply(ts_scale(ts_corr(group_mean(ts_zscore(close, 15), bucket(rank(close), "0,0.15")), group_mean(ts_zscore(close, 15), bucket(rank(close), "0.85,1")), 35), 70), ts_rank(ts_decay_linear(volume, 10), 20))
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divide(group_mean(ts_zscore(ts_delta(close, 2), 30), bucket(rank(ts_delta(volume, 1)), "0.9,1")), ts_std_dev(group_mean(close, bucket(rank(close), "0,0.2")), 40))
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multiply(ts_delta(ts_regression(volume, ts_step(1), 30, 0, 1), 5), group_rank(ts_zscore(ts_corr(close, volume, 10), 20), bucket(rank(close), "0,0.25,0.5,0.75,1")))
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ts_regression(ts_av_diff(volume, 20), group_mean(ts_av_diff(close, 20), bucket(rank(ts_delta(volume, 1)), "0,0.3,0.7,1")), 80, 0, 1)
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multiply(ts_rank(ts_sum(close, 15), 30), reverse(group_scale(ts_corr(close, volume, 8), bucket(rank(ts_delta(close, 5)), "0,0.5,1"))))
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if_else(ts_mean(ts_std_dev(close, 5), 60) > ts_std_dev(close, 60), ts_rank(ts_delta(close, 1), 25), reverse(ts_rank(ts_delta(close, 7), 25)))
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multiply(ts_zscore(ts_decay_linear(ts_corr(close, volume, 10), 20), 50), group_zscore(ts_regression(close, volume, 25, 0, 1), bucket(rank(volume), "0.6,1")))
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subtract(ts_covariance(ts_delta(close, 1), ts_delta(volume, 1), 20), group_mean(ts_covariance(ts_delta(close, 1), ts_delta(volume, 1), 20), bucket(rank(close), "0,0.2,0.4,0.6,0.8,1")))
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multiply(ts_delta(group_mean(ts_scale(close, 40), bucket(rank(ts_delta(volume, 1)), "0.7,1")), 10), ts_corr(ts_zscore(ts_mean(close, 10), 30), ts_zscore(ts_mean(volume, 10), 30), 20))
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if_else(ts_rank(close, 40) < 0.2, ts_delta(close, 8), if_else(ts_rank(close, 40) > 0.8, reverse(ts_delta(close, 8)), ts_delta(close, 3)))
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multiply(ts_scale(ts_corr(group_rank(ts_delta(close, 1), bucket(rank(volume), "0,0.5,1")), group_rank(ts_delta(volume, 1), bucket(rank(volume), "0,0.5,1")), 25), 50), ts_rank(ts_sum(close, 8), 15))
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divide(ts_zscore(group_mean(ts_regression(volume, ts_step(1), 35, 0, 1), bucket(rank(close), "0.8,1")), 45), ts_std_dev(ts_zscore(volume, 25), 45))
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multiply(ts_delta(ts_mean(ts_av_diff(close, 5), 25), 10), group_scale(ts_rank(ts_corr(close, volume, 12), 30), bucket(rank(close), "0,0.33,0.66,1")))
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ts_regression(ts_zscore(ts_delta(close, 1), 30), group_mean(ts_zscore(ts_delta(volume, 1), 30), bucket(rank(ts_delta(close, 5)), "0,0.4,0.8,1")), 90, 0, 1)
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multiply(ts_rank(ts_decay_linear(ts_av_diff(close, 10), 30), 60), reverse(group_rank(ts_zscore(ts_sum(volume, 10), 20), bucket(rank(close), "0,0.5,1"))))
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if_else(ts_corr(ts_mean(close, 10), ts_mean(volume, 10), 20) < ts_mean(ts_corr(ts_mean(close, 10), ts_mean(volume, 10), 20), 100), ts_delta(close, 4), reverse(ts_delta(close, 15)))
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multiply(ts_zscore(ts_covariance(ts_mean(close, 5), ts_mean(volume, 5), 25), 55), group_mean(ts_scale(ts_delta(close, 1), 20), bucket(rank(volume), "0.5,1")))
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subtract(ts_sum(ts_zscore(close, 20), 10), group_mean(ts_sum(ts_zscore(close, 20), 10), bucket(rank(ts_delta(volume, 1)), "0,0.25,0.5,0.75,1")))
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multiply(ts_delta(group_zscore(ts_rank(ts_corr(close, volume, 8), 25), bucket(rank(close), "0,0.3,0.7,1")), 5), ts_corr(ts_zscore(ts_decay_linear(close, 15), 30), ts_zscore(ts_decay_linear(volume, 15), 30), 35))
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if_else(ts_std_dev(ts_delta(close, 1), 10) > ts_mean(ts_std_dev(ts_delta(close, 1), 10), 120), ts_rank(ts_delta(close, 2), 30), reverse(ts_rank(ts_delta(close, 10), 30)))
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multiply(ts_scale(ts_corr(group_mean(ts_regression(close, ts_step(1), 40, 0, 1), bucket(rank(volume), "0,0.2")), group_mean(ts_regression(close, ts_step(1), 40, 0, 1), bucket(rank(volume), "0.8,1")), 50), 100), ts_rank(ts_decay_linear(volume, 20), 25))
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divide(group_mean(ts_zscore(ts_delta(close, 3), 35), bucket(rank(ts_delta(volume, 2)), "0.9,1")), ts_std_dev(group_mean(ts_delta(close, 1), bucket(rank(close), "0,0.15")), 50))
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multiply(ts_delta(ts_regression(ts_av_diff(close, 5), ts_av_diff(volume, 5), 50, 0, 1), 10), group_rank(ts_scale(ts_corr(close, volume, 15), 40), bucket(rank(close), "0,0.25,0.5,0.75,1")))
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ts_regression(ts_sum(ts_delta(close, 1), 20), group_mean(ts_sum(ts_delta(volume, 1), 20), bucket(rank(ts_delta(close, 5)), "0,0.35,0.75,1")), 110, 0, 1)
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multiply(ts_rank(ts_decay_linear(ts_zscore(close, 25), 40), 70), reverse(group_scale(ts_rank(ts_covariance(close, volume, 10), 35), bucket(rank(ts_delta(volume, 1)), "0,0.5,1"))))
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if_else(ts_rank(ts_mean(close, 15), 50) > 0.75, reverse(ts_zscore(ts_delta(close, 4), 25)), ts_zscore(ts_delta(close, 12), 25))
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multiply(ts_zscore(ts_covariance(ts_zscore(close, 20), ts_zscore(volume, 20), 30), 65), group_mean(ts_rank(ts_decay_linear(close, 20), 30), bucket(rank(volume), "0.6,1")))
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subtract(ts_covariance(ts_mean(close, 8), ts_mean(volume, 8), 20), group_mean(ts_covariance(ts_mean(close, 8), ts_mean(volume, 8), 20), bucket(rank(ts_delta(close, 1)), "0,0.2,0.4,0.6,0.8,1"))) |