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Cross-Sectional Functions




For use in the Data section to tag a data item as a cross-sectional function. Normally, a data formula is calculated by going back in time from the current bar for the given symbol. Cross-sectional items are instead calculated by going across all symbols on the given date. One use of cross-sectional data is to calculate ranking for a rotational strategy. Another is to generate market-breadth indicators.

#Avg - cross-sectional average value

#Count - cross-sectional count of values

#Highest - cross-sectional highest value

#Lowest - cross-sectional lowest value

#Median - cross-sectional median value

#Percentile - cross-sectional percent rank

#Rank - cross-sectional numeric rank

#StdDev - cross-sectional standard deviation

#Sum - cross-sectional sum of values




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