Translating Technical and Price Features Between Platform Versions

Summary

The post lists proposed translations of features from one version of a quantitative research platform to another. Examples include cross-sectional percentile ranks of current and lagged returns, industry-group ranking, candle direction, rolling price and volume measures, moving averages, and technical indicators such as Bollinger Bands, MACD, and a stochastic-derived measure. It also maps a daily price-limit condition and retains a rolling argmax calculation for that event flag.

The material is a migration question, not a verified guide: the author asks whether the new expressions are correct and supplies no replies, test results, or comparison of outputs across versions. Some mappings change the underlying expression or referenced fields, so equivalent names alone do not establish equivalent calculations. Researchers should check definitions, timing, units, grouping, and missing-value behavior, then compare results on the same sample before relying on the migrated features. The post does not evaluate a trading strategy or report investment performance.

Key ideas

• The post pairs old platform feature names with proposed expressions in a newer version.
• The examples cover return ranks, group ranks, price and volume transforms, and technical indicators.
• The mappings are unverified, and the post provides no response confirming their correctness.
• Feature equivalence should be checked through definitions and output comparisons on matched data.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.