Formula Analysis
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Analysis
Explore and Scan list rows inside the range. Backtests use the dates range when set, otherwise all stored history (US and IDX daily prices start in August 2021).
Signal study options — buy, 1/5/10/20/60 bars, from the next open
Breadth options — share of symbols where filter is on, 5-bar average, index 5/20/60 bars later (uses all history unless you set dates)
Tip: write a condition into Filter (for example Filter = C.gt(MA(C, 200));) and run Breadth on a market to see the share of stocks above their 200-day average — a classic market-health gauge.
Indicator test options — first non-price plot, 10 groups by value, 5/20/60 bars ahead
Plot the value you want to test, e.g. Plot(RSI(14), "RSI"); — or use the Indicator lab tab to compare several at once.
Ranking options — top 10, test horizon 20 bars, rank history 250 bars (needs PositionScore; uses all history unless you set dates)
Example: PositionScore = ROC(C, 120).sub(ROC(C, 20)); ranks by 6-month momentum skipping the last month — a classic rotation score.
Robustness options — 100 random runs, 20 parameter shakes, 15 price-noise runs (largest 100 symbols at most)
More runs give a steadier grade but take longer; each parameter or noise run re-runs the formula on every symbol.
Strategy mix — 1 formula, equal weights
Every formula trades the same list with its own share of the account and its own settings from SetOption. Saved formulas use their default parameters. Sign in to pick saved formulas.
Correlation options — group symbols that move together above 0.7; uses the dates range, else the last year (at most 80 symbols)
Benchmark — the market's main index (default)
Used for the index line, beta, capture ratios and Benchmark()/RelStrength() in formulas. Any stored symbol works.
Seasonality scan options — next month, all years, at least 5 years of data
Uses daily prices only; the formula is not needed for this scan.