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- past_time = 15;
- current_time = 5;
- total_time = 20;
- long_time = 120;
- std_mult = 0.25;
- is_lower_than_mean = ts_mean(close, current_time) < ts_mean(close, long_time);
- is_higher_than_mean = ts_mean(close, current_time) > ts_mean(close, long_time);
- people_shorting_mean = (ts_sum(news_short_interest, total_time)-ts_sum(news_short_interest, current_time))/past_time;
- …
- short_stock = is_higher_than_mean + shorting_more_than_mean == 2 ? 1 : 0;
- long_stock = is_lower_than_mean + shorting_less_than_mean == 2 ? 1 : 0;
- trade_when(short_stock, group_rank(sales/assets, subindustry), long_stock);
- trade_when(long_stock, group_rank(sales/assets, subindustry), short_stock)
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