| WORD | NAME | DESCRIPTION | |
| #ACTIONCNT | Corporate Actions (ca_retvalue) | Number of actions that matched or 0 | |
| #ACTIONTYPE | Corporate Actions (ca_retvalue) | The corporate action type | |
| #All | Formula Functions Scope Parameter | Operate within selected universe | |
| #AllDiv | Dividend Type | Any kind of dividend | |
| #ANNCEDAYS | Corporate Actions (ca_retvalue) | Number of days since the announce date or NA | |
| #AnnDate | Dividend Date | Announce date | |
| #APPROVAL | Corporate Actions (ca_status) | Approval | |
| #ASC | Formula Functions Sort Parameter | Sort ascending | |
| #AssetClass | Formula Functions Scope Parameter | Operate within each ETF Class | |
| #Avg | Aggregate Method Parameter | Average the values (default, recommended) | |
| #AvgRec | Consensus Recommendation (rec_stat) | Average of all Recommendation | |
| #Bench | Misc IDs | Current benchmark closing prices (daily) | |
| #BuyCnt | Consensus Recommendation (rec_stat) | Number of Buy Recommendations | |
| #BUYOFF | Corporate Actions (ca_type) | Buy Offer | Full Description |
| #CapAvg | Aggregate Method Parameter | Cap weighted average the values | |
| #CAPX | Actual Item (actual_item) | Capital Expenditure | |
| #CAPXNTM | Consensus Estimate (cons_item) | CapEx Next Twelve Months | |
| #CAPXQ | Consensus Estimate (cons_item) | CapEx Quarter | |
| #CAPXY | Consensus Estimate (cons_item) | CapEx Annual | |
| #Close | Price IDs | Stock closing prices (daily) | |
| #CLOSEDAYS | Corporate Actions (ca_retvalue) | Number of days since the close/expiry date or NA | |
| #COMPLETION | Corporate Actions (ca_status) | Completion | |
| #Country | Formula Functions Scope Parameter | Operate within each ETF Country | |
| #DESC | Formula Functions Sort Parameter | Sort descending | |
| #EBIT | Actual Item (actual_item) | EBIT | |
| #EBITDA | Actual Item (actual_item) | EBITDA | |
| #EBITDANTM | Consensus Estimate (cons_item) | EBITDA Next Twelve Months | |
| #EBITDAQ | Consensus Estimate (cons_item) | EBITDA Quarter | |
| #EBITDAY | Consensus Estimate (cons_item) | EBITDA Annual | |
| #EPS | Actual Item (actual_item) | Earnings Per Share | |
| #EPS_GAAP | Actual Item (actual_item) | Reported Earnings Per Share | |
| #EPSNTM | Consensus Estimate (cons_item) | EPS Next Twelve Months | |
| #EPSQ | Consensus Estimate (cons_item) | EPS Quarter | |
| #EPSY | Consensus Estimate (cons_item) | EPS Annual | |
| #Equity | Misc IDs | The Portfolio/Sim total value (daily) | |
| #ETFSector | Formula Functions Scope Parameter | Operate within each ETF Sector | |
| #ExclNA | Formula Functions Include NA Parameter | Exclude NA values | |
| #Exclude | Aggregate Outlier Handler Parameter | Excludes outliers from the aggregation (default) | |
| #ExDate | Dividend Date | Ex date | |
| #Family | Formula Functions Scope Parameter | Operate within each ETF Family | |
| #FCF | Actual Item (actual_item) | Free Cash Flow | |
| #FCFNTM | Consensus Estimate (cons_item) | FCF Next Twelve Months | |
| #FCFQ | Consensus Estimate (cons_item) | FCF Quarter | |
| #FCFY | Consensus Estimate (cons_item) | FCF Annual | |
| #FFO | Actual Item (actual_item) | Funds From Operations | |
| #GroupVar | Formula Functions Scope Parameter | Operates on groups based on value of variable @Group | |
| #High | Price IDs | Stock high prices (daily) | |
| #HoldCnt | Consensus Recommendation (rec_stat) | Number of Hold Recommendations | |
| #InclNA | Formula Functions Include NA Parameter | Include NA values | |
| #Increasing | Streak | Increasing values streak | |
| #Industry | Formula Functions Scope Parameter | Operate within Industries in selected universe | |
| #LIQUIDATION | Corporate Actions (ca_type) | Liquidation | Full Description |
| #Low | Price IDs | Stock low prices (daily) | |
| #LTG | Consensus Estimate (cons_item) | Long Term Growth | |
| #MANDA | Corporate Actions (ca_type) | Any of the individual actions except #SPLIT | Full Description |
| #MANDAEXSPIN | Corporate Actions (ca_type) | Any of the individual actions except #SPLIT & #SPINOFF | Full Description |
| #MEETING | Corporate Actions (ca_status) | Meeting | |
| #MERGER | Corporate Actions (ca_type) | Merger | Full Description |
| #MERGEREL | Corporate Actions (ca_type) | Merger Elect | Full Description |
| #Method | Formula Functions Scope Parameter | Operate within each ETF Method | |
| #Month | Numerical Constants | Returns 21, the approximate number of bars in a month | |
| #Month3 | Numerical Constants | Returns 62, the approximate number of bars in 3 months | |
| #Month6 | Numerical Constants | Returns 125, the approximate number of bars in 6 months | |
| #NANeutral | Formula Functions Include NA Parameter | NA Neutral | |
| #NET | Actual Item (actual_item) | Net Profit | |
| #Neutral | Formula Functions Sort Style Parameter | Neutral | |
| #NEWOFFER | Corporate Actions (ca_type) | New Offer | Full Description |
| #NotIncreasing | Streak | Decreasing or equal values streak | |
| #NotPositive | Streak | Negative or zero values streak | |
| #Open | Price IDs | Stock opening prices (daily) | |
| #OTHER | Corporate Actions (ca_status) | Other ICE Data status | |
| #OverCnt | Consensus Recommendation (rec_stat) | Number of Overweight Recommendations | |
| #PayDate | Dividend Date | Pay date | |
| #Positive | Streak | Positive values streak | |
| #Previous | Formula Functions Scope Parameter | Operate on the results from previous rule | |
| #PT | Consensus Estimate (cons_item) | Price Target | |
| #PTI | Actual Item (actual_item) | Pre-Tax Profit | |
| #RecCnt | Consensus Recommendation (rec_stat) | Number of Recommendations | |
| #Region | Formula Functions Scope Parameter | Operate within each ETF Region | |
| #Regular | Dividend Type | Regular dividend (used to calculate Yield) | |
| #REJECTION | Corporate Actions (ca_status) | Rejection | |
| #SALENTM | Consensus Estimate (cons_item) | Sales Next Twelve Months | |
| #SALEQ | Consensus Estimate (cons_item) | Sales Quarter | |
| #SALES | Actual Item (actual_item) | Sales | |
| #SALEY | Consensus Estimate (cons_item) | Sales Annual | |
| #Sector | Formula Functions Scope Parameter | Operate within Sectors in selected universe | |
| #SellCnt | Consensus Recommendation (rec_stat) | Number of Sell Recommendations | |
| #SHS_REPURCH | Actual Item (actual_item) | Share Repurchase | |
| #Size | Formula Functions Scope Parameter | Operate within each ETF Size | |
| #SOE | Actual Item (actual_item) | Stock Option Expense | |
| #SP500 | Formula Functions Scope Parameter | Operate within the SP500 stocks | |
| #Special | Dividend Type | Special dividend (not used to calculate Yield) | |
| #SPEPSCNY | S&P 500 IDs | SP500 EPS Blend Y (weekly) based on the time weighted analysts estimates of CurrY and NextY | Full Description |
| #SPEPSQ | S&P 500 IDs | SP500 EPS Blend Q (weekly) | Full Description |
| #SPEPSTTM | S&P 500 IDs | SP500 EPS Trailing 12 months (weekly) | Full Description |
| #SPINOFF | Corporate Actions (ca_type) | Spinoff | Full Description |
| #SPLIT | Corporate Actions (ca_type) | Split | Full Description |
| #SPRPBlend | S&P 500 IDs | SP500 Risk Premium (weekly) | Full Description |
| #SPYieldBlend | S&P 500 IDs | SP500 Yield (weekly) based on the time weighted analysts estimates of CurrY and NextY | Full Description |
| #STATUSANY | Corporate Actions (ca_status) | Any status | |
| #STATUSFAIL | Corporate Actions (ca_status) | Either #TERMINATION or #REJECTION | |
| #STATUSNA | Corporate Actions (ca_status) | Status not specified | |
| #STATUSOK | Corporate Actions (ca_status) | Either #COMPLETION or #APPROVAL | |
| #Style | Formula Functions Scope Parameter | Operate within each ETF Style | |
| #SubIndustry | Formula Functions Scope Parameter | Operate within Sub-Industries in selected universe | |
| #SubSector | Formula Functions Scope Parameter | Operate within Sub-Sectors in selected universe | |
| #TERMINATION | Corporate Actions (ca_status) | Termination | |
| #TNX | Misc IDs | 10Y Treasury Note coupon payment on $1000 bond (updated daily). To get the yield divide by 10. Ex. $25 payment on a $1000 bond represents 2.5% yield. | |
| #Top | Formula Functions Sort Style Parameter | Top (Positive Bias) | |
| #TRUEFALSE | Corporate Actions (ca_retvalue) | TRUE if a match is found, FALSE otherwise | |
| #UnderCnt | Consensus Recommendation (rec_stat) | Number of Underweight Recommendations | |
| #Week | Numerical Constants | Returns 5, the approximate number of bars in a week | |
| #Winsor | Aggregate Outlier Handler Parameter | The outliers are set to the highest/lowest value that are not outliers | |
| #Year | Numerical Constants | Returns 251, the approximate number of bars in a year | |
| #Year2 | Numerical Constants | Returns 501, the approximate number of bars in two years | |
| $ADR | Universe IDs - Other USA | American Depositary Receipt | |
| $DJIA | Index Tickers - Specialty | Dow Jones | Full Description |
| $MID | Index Tickers - Major | S&P 400 Mid | Full Description |
| $MIDPG | Index Tickers - Specialty | S&P 400 Pure Growth | Full Description |
| $MIDPV | Index Tickers - Specialty | S&P 400 Pure Value | Full Description |
| $NASDAQ | Index Tickers - Specialty | Nasdaq | Full Description |
| $NASDAQ100 | Index Tickers - Specialty | Nasdaq 100 | Full Description |
| $RUA | Index Tickers - Major | Russell3000 | Full Description |
| $RUI | Index Tickers - Major | Russell1000 | Full Description |
| $RUT | Index Tickers - Major | Russell2000 | Full Description |
| $SML | Index Tickers - Major | S&P 600 Small | Full Description |
| $SMLPG | Index Tickers - Specialty | S&P 600 Pure Growth | Full Description |
| $SMLPV | Index Tickers - Specialty | S&P 600 Pure Value | Full Description |
| $SP500 | Index Tickers - Major | S&P 500 | Full Description |
| $SP500EQ | Index Tickers - Major | S&P 500 EQUAL WEIGHT | Full Description |
| $SP500PG | Index Tickers - Specialty | S&P 500 Pure Growth | Full Description |
| $SP500PV | Index Tickers - Specialty | S&P 500 Pure Value | Full Description |
| $SPALL | Index Tickers - Major | S&P 1500 Super Composite | Full Description |
| $SPALLCND | Index Tickers - Specialty | SP1500 Consumer Discretion | Full Description |
| $SPALLCNS | Index Tickers - Specialty | SP1500 Consumer Staples | Full Description |
| $SPALLENG | Index Tickers - Specialty | SP1500 Energy | Full Description |
| $SPALLEUT | Index Tickers - Specialty | SP1500 Elec Utilities | Full Description |
| $SPALLFIN | Index Tickers - Specialty | SP1500 Financials | Full Description |
| $SPALLGLD | Index Tickers - Specialty | SP1500 Gold | Full Description |
| $SPALLHEA | Index Tickers - Specialty | SP1500 Health Care | Full Description |
| $SPALLHEQ | Index Tickers - Specialty | SP1500 Hlth Care Eq&Srvc | Full Description |
| $SPALLIND | Index Tickers - Specialty | SP1500 Industrials | Full Description |
| $SPALLINT | Index Tickers - Specialty | SP1500 Information Tech | Full Description |
| $SPALLMAT | Index Tickers - Specialty | SP1500 Materials | Full Description |
| $SPALLPBL | Index Tickers - Specialty | SP1500 Pharma Biotech Life | Full Description |
| $SPALLPG | Index Tickers - Specialty | S&P 1500 Pure Growth | Full Description |
| $SPALLPV | Index Tickers - Specialty | S&P 1500 Pure Value | Full Description |
| $SPALLTCM | Index Tickers - Specialty | SP1500 Telecom Services | Full Description |
| $SPALLUTL | Index Tickers - Specialty | SP1500 Utilities | Full Description |
| $VIX | Index Tickers - Specialty | CBOE Volatility Index | Full Description |
| ( ) | Precedence operators | Precedence Operators: Use parentheses to change the order operations are calculated. For example: ( 10 + 5 ) / 5 = 3 10 + 5 / 5 = 11 When in doubt, always use parentheses. | |
| + - * / ^ | Math operators | Mathematical Operators: + Sum - Subtract * Multiply / Divide ^ Power (x^y is x raised to the power of y) | |
| // | Rule comments | Allows you to add comments to a rule. Everything after // is ignored. Example: Close(0)>5 // this is a comment | |
| : | Show/Set Variable operator | Following rule "@myvar:expression" sets a variable @myvar to expression, returns the expression, and displays @myvar in the screen report | Full Description |
| = != ! < > >= <= | Logical operators | Logical Operators: = Equals != Not Equals ! Negate > Greater < Less >= Greater or equal <= Less or equal | |
| ALB | Country IDs | Albania | |
| ALLFUND | Universe IDs | All Fundamentals | |
| ALLSTOCKS | Universe IDs | All Stocks | |
| AND | Country IDs | Andorra | |
| And | Boolean operators | Expr1 And Expr2: Evaluates to 1 when both Expr1 and Expr2 are non zero. | |
| ANN | Filing Period | Annual | |
| ARE | Country IDs | United Arab Emirates | |
| ARG | Country IDs | Argentina | |
| ARM | Country IDs | Armenia | |
| ATG | Country IDs | Antigua And Barbuda | |
| AUS | Country IDs | Australia | |
| AUT | Country IDs | Austria | |
| BEL | Country IDs | Belgium | |
| BGD | Country IDs | Bangladesh | |
| BGR | Country IDs | Bulgaria | |
| BHR | Country IDs | Bahrain | |
| BHS | Country IDs | Bahamas | |
| BIH | Country IDs | Bosnia and Herzegovina | |
| BLR | Country IDs | Belarus | |
| BLZ | Country IDs | Belize | |
| BMU | Country IDs | Bermuda | |
| BOL | Country IDs | Bolivia | |
| BRA | Country IDs | Brazil | |
| BRB | Country IDs | Barbados | |
| BWA | Country IDs | Botswana | |
| CAN | Country IDs | Canada | |
| CHE | Country IDs | Switzerland | |
| CHL | Country IDs | Chile | |
| CHN | Country IDs | China | |
| CIV | Country IDs | Cote d'Ivoire | |
| COL | Country IDs | Colombia | |
| CRI | Country IDs | Costa Rica | |
| CUW | Country IDs | Curacao | |
| CYM | Country IDs | Cayman Islands | |
| CYP | Country IDs | Cyprus | |
| CZE | Country IDs | Czech Republic | |
| DEU | Country IDs | Germany | |
| DJIA | Universe IDs - Major USA | Dow Jones Industrial Average | |
| DNK | Country IDs | Denmark | |
| DOM | Country IDs | Dominican Republic | |
| DZA | Country IDs | Algeria | |
| ECU | Country IDs | Ecuador | |
| EGY | Country IDs | Egypt | |
| ESP | Country IDs | Spain | |
| EST | Country IDs | Estonia | |
| FALLBACK | N/A during preliminaries | Fallback to previous period | |
| FALSE | Numerical Constants | FALSE or 0 | |
| FIN | Country IDs | Finland | |
| FRA | Country IDs | France | |
| FRO | Country IDs | Faroe Islands | |
| GBR | Country IDs | United Kingdom | |
| GGY | Country IDs | Guernsey | |
| GHA | Country IDs | Ghana | |
| GIB | Country IDs | Gibraltar | |
| GLP | Country IDs | Guadeloupe | |
| GRC | Country IDs | Greece | |
| HKG | Country IDs | Hong Kong | |
| HRV | Country IDs | Croatia (hrvatska) | |
| HUN | Country IDs | Hungary | |
| IDN | Country IDs | Indonesia | |
| IMN | Country IDs | Isle of Man | |
| IND | Country IDs | India | |
| IRL | Country IDs | Ireland | |
| IRN | Country IDs | Iran | |
| IRQ | Country IDs | Iraq | |
| ISL | Country IDs | Iceland | |
| ISR | Country IDs | Israel | |
| ITA | Country IDs | Italy | |
| JAM | Country IDs | Jamaica | |
| JEY | Country IDs | Jersey | |
| JOR | Country IDs | Jordan | |
| JPN | Country IDs | Japan | |
| KAZ | Country IDs | Kazakhstan | |
| KEEPNA | N/A during preliminaries | Keep NA values | |
| KEN | Country IDs | Kenya | |
| KHM | Country IDs | Cambodia | |
| KOR | Country IDs | South Korea | |
| KWT | Country IDs | Kuwait | |
| LAO | Country IDs | Laos | |
| LargeCap | Universe IDs - Other USA | Large Cap | |
| LBN | Country IDs | Lebanon | |
| LIE | Country IDs | Liechtenstein | |
| LKA | Country IDs | Sri Lanka | |
| LTU | Country IDs | Lithuania | |
| LUX | Country IDs | Luxembourg | |
| LVA | Country IDs | Latvia | |
| MAR | Country IDs | Morocco | |
| MasterLP | Universe IDs - Other USA | Master Limited Partnerships | |
| MCO | Country IDs | Monaco | |
| MDA | Country IDs | Moldova | |
| MEX | Country IDs | Mexico | |
| MicroCap | Universe IDs - Other USA | MicroCap | |
| MidCap | Universe IDs - Other USA | Mid Cap | |
| MKD | Country IDs | Macedonia | |
| MLT | Country IDs | Malta | |
| MNE | Country IDs | Montenegro | |
| MNG | Country IDs | Mongolia | |
| MSR | Country IDs | Montserrat | |
| MUS | Country IDs | Mauritius | |
| MWI | Country IDs | Malawi | |
| MYS | Country IDs | Malaysia | |
| MYT | Country IDs | Mayotte | |
| NA | Numerical Constants | NA value | |
| NAM | Country IDs | Namibia | |
| NASD | Universe IDs - Other USA | NASDAQ Exchange | |
| NASDAQ100 | Universe IDs - Other USA | Nasdaq 100 | |
| NGA | Country IDs | Nigeria | |
| NLD | Country IDs | Netherlands | |
| NOOTC | Universe IDs - Major USA | No OTC Exchange | |
| NOR | Country IDs | Norway | |
| NPL | Country IDs | Nepal | |
| NYSE | Universe IDs - Other USA | NY Stock Exchange | |
| NYSEMKT | Universe IDs - Other USA | NYSE MKT (AMEX) | |
| NZL | Country IDs | New Zealand | |
| OMN | Country IDs | Oman | |
| Or | Boolean operators | Expr1 Or Expr2: Evaluates to 1 when one, or both Expressions is non zero. | |
| OTC | Universe IDs - Other USA | Over The Counter | |
| PAK | Country IDs | Pakistan | |
| PAN | Country IDs | Panama | |
| PER | Country IDs | Peru | |
| PHL | Country IDs | Philippines | |
| PNG | Country IDs | Papua New Guinea | |
| POL | Country IDs | Poland | |
| PRT | Country IDs | Portugal | |
| Prussell1000 | Universe IDs - Major USA | Prussell 1000 | |
| Prussell2000 | Universe IDs - Major USA | Prussell 2000 | |
| Prussell3000 | Universe IDs - Major USA | Prussell 3000 | |
| QAT | Country IDs | Qatar | |
| QTR | Filing Period | Interim | |
| ROU | Country IDs | Romania | |
| RUS | Country IDs | Russia | |
| RWA | Country IDs | Rwanda | |
| SAU | Country IDs | Saudi Arabia | |
| SGP | Country IDs | Singapore | |
| SJM | Country IDs | Svalbard and Jan Mayen | |
| SmallCap | Universe IDs - Other USA | Small Cap | |
| SMR | Country IDs | San Marino | |
| SP1500 | Universe IDs - Major USA | iShares S&P1500 CompositeCap (IVV+IJH+IJR) | |
| SP400 | Universe IDs - Other USA | iShares S&P400 MidCap (IJH) | |
| SP500 | Universe IDs - Major USA | iShares S&P500 LargeCap (IVV) | |
| SP600 | Universe IDs - Other USA | iShares S&P600 SmallCap (IJR) | |
| SPM | Country IDs | St. Pierre and Miquelon | |
| SRB | Country IDs | Serbia | |
| SVK | Country IDs | Slovakia | |
| SVN | Country IDs | Slovenia | |
| SWE | Country IDs | Sweden | |
| SWZ | Country IDs | Swaziland | |
| SYR | Country IDs | Syria | |
| TCA | Country IDs | Turks and Caicos Islands | |
| THA | Country IDs | Thailand | |
| TRUE | Numerical Constants | TRUE or 1 | |
| TTM | Filing Period | Trailing Twelve Months | |
| TTO | Country IDs | Trinidad and Tobago | |
| TUN | Country IDs | Tunisia | |
| TUR | Country IDs | Turkey | |
| TWN | Country IDs | Taiwan | |
| TZA | Country IDs | Tanzania United Republic Of | |
| UGA | Country IDs | Uganda | |
| UKR | Country IDs | Ukraine | |
| URY | Country IDs | Uruguay | |
| USA | Country IDs | United States | |
| VAT | Country IDs | Holy See | |
| VCT | Country IDs | Saint Vincent and Grenadines | |
| VEN | Country IDs | Venezuela | |
| VGB | Country IDs | Virgin Islands (British) | |
| VIR | Country IDs | Virgin Islands (u.s.) | |
| VNM | Country IDs | Viet Nam | |
| ZAF | Country IDs | South Africa | |
| ZERONA | N/A during preliminaries | Set NA values to 0 | |
| ZMB | Country IDs | Zambia | |
| ZWE | Country IDs | Zimbabwe |