> ## Documentation Index > Fetch the complete documentation index at: https://docs.tqx.ai/llms.txt > Use this file to discover all available pages before exploring further. # Operator reference > Reference for TQX factor formula operators and their expression signatures. This page lists the formula operators available to TQX factors. Use lowercase field names such as `close` and `volume`, and uppercase operator names such as `MA` and `RANK`. `FUTURE_RETURNS(X, N)` is intentionally rejected in factor formulas because it introduces look-ahead bias. Use `RETURNS(X, N)` for a historical return instead. ## Math operators | Operator | Expression | Description | | ------------- | ------------------- | -------------------------------------------- | | `ABS` | `ABS(X)` | Absolute value | | `LOG` | `LOG(X)` | Natural logarithm | | `LOGABS` | `LOGABS(X)` | Natural logarithm of the absolute value | | `AS_FLOAT` | `AS_FLOAT(X)` | Convert a boolean sequence to `0.0` or `1.0` | | `RD` | `RD(X, N)` | Round to `N` decimal places | | `SIGN` | `SIGN(X)` | Sign of each value: `-1`, `0`, or `1` | | `SIN` | `SIN(X)` | Sine | | `COS` | `COS(X)` | Cosine | | `TAN` | `TAN(X)` | Tangent | | `ARCSIN` | `ARCSIN(X)` | Inverse sine | | `ARCCOS` | `ARCCOS(X)` | Inverse cosine | | `ARCTAN` | `ARCTAN(X)` | Inverse tangent | | `POWER` | `POWER(X, N)` | Raise `X` to the `N`th power | | `SIGNEDPOWER` | `SIGNEDPOWER(X, N)` | Signed power: `sign(X) * abs(X)^N` | ## Cross-sectional operators | Operator | Expression | Description | | -------- | ----------- | ------------------------------------------- | | `RANK` | `RANK(X)` | Cross-sectional percentile rank in `[0, 1]` | | `SCALE` | `SCALE(X)` | Scale a cross-section to `[-1, 1]` | | `ZSCORE` | `ZSCORE(X)` | Cross-sectional z-score | ## Time-series operators | Operator | Expression | Description | | ----------------------- | ----------------------------- | -------------------------------------------------- | | `CONST` | `CONST(X)` | Fill the sequence with its last value | | `BARSLAST` | `BARSLAST(X)` | Periods since the last true condition | | `BARSLASTCOUNT` | `BARSLASTCOUNT(X)` | Consecutive periods satisfying a condition | | `REF` | `REF(X, N)` | Value from `N` periods ago | | `DELAY` | `DELAY(X, N)` | Alias of `REF` | | `DIFF` | `DIFF(X, N)` | Difference from the value `N` periods ago | | `DELTA` | `DELTA(X, N)` | Alias of `DIFF` | | `MA` | `MA(X, N)` | Simple moving average | | `TS_MEAN` | `TS_MEAN(X, N)` | Alias of `MA` | | `SUM` | `SUM(X, N)` | Rolling sum | | `PRODUCT` | `PRODUCT(X, N)` | Rolling product | | `ROC` | `ROC(X, N)` | Percentage change from `N` periods ago | | `PCT_CHANGE` | `PCT_CHANGE(X, N)` | Alias of `ROC` | | `STD` | `STD(X, N)` | Rolling standard deviation | | `STDDEV` | `STDDEV(X, N)` | Alias of `STD` | | `VAR` | `VAR(X, N)` | Rolling variance | | `TS_MAX` | `TS_MAX(X, N)` | Rolling maximum | | `TS_MIN` | `TS_MIN(X, N)` | Rolling minimum | | `TS_MIDDLE` | `TS_MIDDLE(X, N)` | Mean of the rolling maximum and minimum | | `TS_MAD` | `TS_MAD(X, N)` | Rolling mean absolute deviation | | `TS_RANK` | `TS_RANK(X, N)` | Percentile rank within the rolling window | | `TS_ARGMAX` | `TS_ARGMAX(X, N)` | Position of the rolling maximum | | `TS_ARGMIN` | `TS_ARGMIN(X, N)` | Position of the rolling minimum | | `HHV` | `HHV(X, N)` | Alias of `TS_MAX` | | `LLV` | `LLV(X, N)` | Alias of `TS_MIN` | | `HHVBARS` | `HHVBARS(X, N)` | Periods since the rolling maximum | | `LLVBARS` | `LLVBARS(X, N)` | Periods since the rolling minimum | | `COUNT` | `COUNT(X, N)` | Count true values in the rolling window | | `EVERY` | `EVERY(X, N)` | Whether all values in the window are true | | `EXIST` | `EXIST(X, N)` | Whether any value in the window is true | | `BARSSINCEN` | `BARSSINCEN(X, N)` | Periods since the first true value in the window | | `SLOPE` | `SLOPE(X, N)` | Rolling linear-regression slope | | `ANGLE` | `ANGLE(X, N)` | Rolling linear-regression angle | | `INTERCEPT` | `INTERCEPT(X, N)` | Rolling linear-regression intercept | | `FORCAST` | `FORCAST(X, N)` | Rolling linear-regression forecast | | `DECAYLINEAR` | `DECAYLINEAR(X, N)` | Linearly decayed weighted average | | `TS_ZSCORE` | `TS_ZSCORE(X, N)` | Rolling z-score | | `TS_SKEW` | `TS_SKEW(X, N)` | Rolling skewness | | `TS_KURT` | `TS_KURT(X, N)` | Rolling kurtosis | | `TS_MEDIAN` | `TS_MEDIAN(X, N)` | Rolling median | | `AVEDEV` | `AVEDEV(X, N)` | Rolling mean absolute deviation | | `EMA` | `EMA(X, N)` | Exponential moving average | | `DMA` | `DMA(X, A)` | Dynamic moving average | | `WMA` | `WMA(X, N)` | Weighted moving average | | `RETURNS` | `RETURNS(X, N)` | Historical percentage change from `N` periods ago | | `SHARPE` | `SHARPE(X, N)` | Rolling mean divided by rolling standard deviation | | `SUM_ABS_PRICE_CHANGE` | `SUM_ABS_PRICE_CHANGE(X, N)` | Rolling sum of absolute price changes | | `MEAN_ABS_PRICE_CHANGE` | `MEAN_ABS_PRICE_CHANGE(X, N)` | Rolling mean of absolute price changes | | `SMA` | `SMA(X, N, M)` | Chinese-style weighted moving average | ## Comparison and conditional operators | Operator | Expression | Description | | ----------- | -------------------- | -------------------------------------------------------- | | `MAX` | `MAX(A, B)` | Element-wise maximum | | `MIN` | `MIN(A, B)` | Element-wise minimum | | `MEAN` | `MEAN(A, B)` | Element-wise mean | | `EQUAL` | `EQUAL(A, B)` | Element-wise equality | | `VALUEWHEN` | `VALUEWHEN(A, B)` | Value of `B` when condition `A` is true | | `CROSS` | `CROSS(X, Y)` | Whether `X` crosses above `Y` | | `LONGCROSS` | `LONGCROSS(A, B, N)` | Crosses above `B` after staying below it for `N` periods | | `LAST` | `LAST(X, N, M)` | Whether `X` stays true from period `N` through `M` | | `IF` | `IF(X, A, B)` | Select `A` when `X` is true, otherwise `B` | ## Statistical and relationship operators | Operator | Expression | Description | | --------------- | ------------------------ | ------------------------------------ | | `CORR` | `CORR(A, B, N)` | Rolling correlation | | `CORRELATION` | `CORRELATION(A, B, N)` | Alias of `CORR` | | `COV` | `COV(A, B, N)` | Rolling covariance | | `COVARIANCE` | `COVARIANCE(A, B, N)` | Alias of `COV` | | `TS_REGRESSION` | `TS_REGRESSION(A, B, N)` | Rolling regression slope | | `SUMIF` | `SUMIF(A, B, N)` | Rolling sum of `B` where `A` is true | ## Restricted operators | Operator | Expression | Status | | ---------------- | ---------------------- | ---------------------------------------------------- | | `FUTURE_RETURNS` | `FUTURE_RETURNS(X, N)` | Not allowed in factor formulas; it reads future data | ## Technical indicators | Indicator | Expression | | ------------------------ | --------------------------------------------------------------------------------------------------------------------------------------------------- | | Average volume | `ADV(VOLUME, N)` | | MACD | `MACD_DIF(CLOSE, SHORT, LONG, M)`, `MACD_DEA(CLOSE, SHORT, LONG, M)`, `MACD(CLOSE, SHORT, LONG, M)` | | KDJ | `KDJ_K(CLOSE, HIGH, LOW, N, M1, M2)`, `KDJ_D(CLOSE, HIGH, LOW, N, M1, M2)`, `KDJ_J(CLOSE, HIGH, LOW, N, M1, M2)` | | RSI and Williams %R | `RSI(X, N)`, `WR(X, N)` | | Bollinger bands | `BOLL_UPPER(CLOSE, N, P)`, `BOLL_MID(CLOSE, N, P)`, `BOLL_LOWER(CLOSE, N, P)`, `BOLL_WIDTH(X, N)` | | Bias, PSY, and CCI | `BIAS(CLOSE, N)`, `PSY(CLOSE, N)`, `PSYMA(CLOSE, N, M)`, `CCI(X, N)` | | ATR | `ATR(X, N)` | | BBI | `BBI(CLOSE, M1, M2, M3, M4)` | | DMI | `DMI_PDI(CLOSE, HIGH, LOW, M1, M2)`, `DMI_MDI(CLOSE, HIGH, LOW, M1, M2)`, `DMI_ADX(CLOSE, HIGH, LOW, M1, M2)`, `DMI_ADXR(CLOSE, HIGH, LOW, M1, M2)` | | Advanced moving averages | `DEMA(X, N)`, `TEMA(CLOSE, N)`, `KAMA(X, N)`, `T3(X, N)` | | Oscillators | `PPO(A, B)`, `AROONOSC(X, N)`, `ADXR(X, N)`, `CMO(X, N)`, `STOCHASTIC(X, N)` | | Volume indicators | `OBV(CLOSE, VOL)`, `VR(CLOSE, VOLUME, M1)`, `MFI(CLOSE, HIGH, LOW, VOLUME, N)` | | EMV | `EMV(HIGH, LOW, VOL, N, M)`, `EMVMA(HIGH, LOW, VOL, N, M)` | | TRIX | `TRIX(CLOSE, M1, M2)`, `TRIMA(CLOSE, M1, M2)` | | DPO | `DPO(CLOSE, M1, M2, M3)`, `DPOMA(CLOSE, M1, M2, M3)` | | BRAR | `BRAR(OPEN, CLOSE, HIGH, LOW, M1)`, `ARBR(OPEN, CLOSE, HIGH, LOW, M1)` | | Momentum | `MTM(CLOSE, N, M)`, `MTMMA(CLOSE, N, M)`, `ROCMA(CLOSE, N, M)` | | MASS | `MASS(HIGH, LOW, N1, N2, M)`, `MASSMA(HIGH, LOW, N1, N2, M)` | | EXPMA | `EXPMA(CLOSE, N1, N2)`, `EXPMA2(CLOSE, N1, N2)` | | ASI | `ASI(OPEN, CLOSE, HIGH, LOW, M1, M2)`, `ASIT(OPEN, CLOSE, HIGH, LOW, M1, M2)` | | DIF | `DIF(CLOSE, N1, N2, M)`, `DFMA(CLOSE, N1, N2, M)` | | Bollinger difference | `BOLLINGERDIFF(A, B)` | ## Market compatibility The operator set is shared across markets, but the fields available to an expression depend on the market: | Market | Common fields | Restrictions | | --------- | -------------------------------------------------------------------------------------------------- | ---------------------------------------------------------------------- | | A-share | `open`, `close`, `high`, `low`, `volume`, `amount`, `turnover`, `market_cap`, and financial fields | Financial fields are available when provided by the factor data source | | Hong Kong | `open`, `close`, `high`, `low`, `volume`, `amount`, `turnover`, `market_cap` | Do not use A-share financial fields | | US | `open`, `close`, `high`, `low`, `volume`, `amount`, `turnover`, `market_cap` | Do not use A-share financial fields | | Futures | `open`, `close`, `high`, `low`, `volume`, `amount`, `oi` | Stock financial fields are not available | ## Examples ```text theme={null} RANK(close / DELAY(close, 20) - 1) ``` ```text theme={null} (ZSCORE(oper_roe_ttm) + ZSCORE(-1 * ratio_pb_ttm)) / 2 ``` ```text theme={null} CORR(close, volume, 10) ```