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Python-style formula over the bar fields and the operator table. Every operator looks back or across the universe, never forward, so the rule is causal by construction.

NameSlug (reference name)Give an English slug: lowercase letters, digits and underscores (the name alone yields none).

Definition

FormulaDescription (optional)

Preprocessing (fixed order)

Missing valuesOutliersScaleNeutralise

Analysis parameters

UniverseBar sizeHorizon (bars ahead)RangeGroupsDirectionBenchmark

What benchmark_close / benchmark_returns are: a venue symbol (BTCUSDT by default) or UNIVERSE, the equal-weight mean of the members. A benchmark coin that is itself a member stays in the cross-section (its relative values are 0).

Data

Fill the name and slug and pass the check to save.