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20 lines
985 B
20 lines
985 B
ts_delta(close, 5) / ts_mean(close, 20)
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ts_rank(volume, 10) * ts_zscore(close, 20)
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ts_av_diff(close, 10) / ts_std_dev(close, 20)
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group_neutralize(ts_delta(close, 3), sector)
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ts_corr(close, volume, 15) * ts_delta(close, 5)
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ts_scale(close, 30) * sign(ts_delta(close, 5))
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ts_rank(ts_delta(vwap, 5), 10) - 0.5
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ts_std_dev(close, 10) / ts_mean(close, 20)
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ts_zscore(ts_delta(close, 3), 10) * ts_rank(volume, 5)
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ts_decay_linear(ts_delta(close, 1), 10, dense=false)
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ts_arg_max(high, 20) - ts_arg_min(low, 20)
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ts_mean(close, 5) / ts_mean(close, 60) - 1
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group_zscore(ts_delta(close, 5), sector)]
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ts_rank(ts_product(close, 3), 10) * sign(ts_delta(close, 1))
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ts_covariance(close, volume, 15) / (ts_std_dev(close, 15) * ts_std_dev(volume, 15))
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ts_mean(ts_delta(close, 2), 10) * ts_rank(volume, 20)
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ts_quantile(close, 20, driver="uniform") - 0.5
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ts_delta(close, 1) / ts_delta(vwap, 1) - 1
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group_scale(ts_delta(close, 5), sector)
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ts_rank(ts_delta(ts_mean(close, 3), 1), 10) * sign(ts_delta(volume, 3)) |