Math Transform


Definition: Calculates median at each point in time from a list of input time series.

Syntax: median()

Arguments: Not Applicable

Return: Single time series of median values from each point in time

Description: At each point in time, all non-null values are sorted and the value in the middle of the list is used. If the number of values is even, the first value of the second half is used. That is, the one-based index of the value used is floor((n + 1) / 2), where n is the number of values.


median_values = [SPY, MSFT, ORCL].close -> median()


Definition: Delays/shifts the time series.

Syntax: lag(delay)

Arguments: delay= number of values to shift the time series (> 0)

Return: Shifted time series

Description: If the input time series has values for every minute, the result of lag(60) is the values from one hour in the past.


delayedPrice = SPY.close -> lag(60)


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