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Condition

cross_sectional_zscore
entrygate

Cross-sectional z-score of source across portfolio siblings on current bar (sample stddev; 0.0 when N<2 or stddev==0). Requires universe/portfolio.

Category

Cross-sectional

Discriminator

type = "cross_sectional_zscore"

Roles

entry, gate

Required fields

opreqenum: >, >=, <, <=, between, ==, !=-
sourcereqoneOf (31 variants)Per-sleeve scalar that is standardised against the cross-sectional distribution of portfolio siblings on the current bar. E.g. {'type': 'indicator', 'indicator': 'rsi', 'period': 14}.
valuereqnumberThreshold z-score (standard deviations from the cross-sectional mean). Common values: 1.0 = mild outlier, 2.0 = strong outlier, negative values for the lower tail.

Optional fields

typestring-
Quawd

A subscription SaaS platform for designing, backtesting, and paper-trading algorithmic trading strategies on equities and crypto — described in plain English to an AI agent, no code required.

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Quawd is a software tool, not a broker-dealer or investment adviser, and does not provide investment advice. Trading involves substantial risk of loss. Backtested and hypothetical results have inherent limitations and are not indicative of future performance.