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May 21st, 2019
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  1. past_time = 15;
  2. current_time = 5;
  3. total_time = 20;
  4. long_time = 120;
  5. std_mult = 0.25;
  6.  
  7. is_lower_than_mean = ts_mean(close, current_time) < ts_mean(close, long_time);
  8. is_higher_than_mean = ts_mean(close, current_time) > ts_mean(close, long_time);
  9.  
  10. people_shorting_mean = (ts_sum(news_short_interest, total_time)-ts_sum(news_short_interest, current_time))/past_time;
  11. short_stock = is_higher_than_mean + shorting_more_than_mean == 2 ? 1 : 0;
  12. long_stock = is_lower_than_mean + shorting_less_than_mean == 2 ? 1 : 0;
  13.  
  14. trade_when(short_stock, group_rank(sales/assets, subindustry), long_stock);
  15. trade_when(long_stock, group_rank(sales/assets, subindustry), short_stock)
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