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WORD NAME DESCRIPTION
#ACTIONCNTCorporate Actions (ca_retvalue)Number of actions that matched or 0
#ACTIONTYPECorporate Actions (ca_retvalue)The corporate action type
#AllFormula Functions Scope ParameterOperate within selected universe
#AllDivDividend TypeAny kind of dividend
#ANNCEDAYSCorporate Actions (ca_retvalue)Number of days since the announce date or NA
#AnnDateDividend DateAnnounce date
#APPROVALCorporate Actions (ca_status)Approval
#ASCFormula Functions Sort ParameterSort ascending
#AssetClassFormula Functions Scope ParameterOperate within each ETF Class
#AvgAggregate Method ParameterAverage the values (default, recommended)
#AvgRecConsensus Recommendation (rec_stat)Average of all Recommendation
#BenchMisc IDsCurrent benchmark closing prices (daily)
#BuyCntConsensus Recommendation (rec_stat)Number of Buy Recommendations
#BUYOFFCorporate Actions (ca_type)Buy OfferFull Description
#CapAvgAggregate Method ParameterCap weighted average the values
#CAPXActual Item (actual_item)Capital Expenditure
#CAPXNTMConsensus Estimate (cons_item)CapEx Next Twelve Months
#CAPXQConsensus Estimate (cons_item)CapEx Quarter
#CAPXYConsensus Estimate (cons_item)CapEx Annual
#ClosePrice IDsStock closing prices (daily)
#CLOSEDAYSCorporate Actions (ca_retvalue)Number of days since the close/expiry date or NA
#COMPLETIONCorporate Actions (ca_status)Completion
#CountryFormula Functions Scope ParameterOperate within each ETF Country
#DESCFormula Functions Sort ParameterSort descending
#EBITActual Item (actual_item)EBIT
#EBITDAActual Item (actual_item)EBITDA
#EBITDANTMConsensus Estimate (cons_item)EBITDA Next Twelve Months
#EBITDAQConsensus Estimate (cons_item)EBITDA Quarter
#EBITDAYConsensus Estimate (cons_item)EBITDA Annual
#EPSActual Item (actual_item)Earnings Per Share
#EPS_GAAPActual Item (actual_item)Reported Earnings Per Share
#EPSNTMConsensus Estimate (cons_item)EPS Next Twelve Months
#EPSQConsensus Estimate (cons_item)EPS Quarter
#EPSYConsensus Estimate (cons_item)EPS Annual
#EquityMisc IDsThe Portfolio/Sim total value (daily)
#ETFSectorFormula Functions Scope ParameterOperate within each ETF Sector
#ExclNAFormula Functions Include NA ParameterExclude NA values
#ExcludeAggregate Outlier Handler ParameterExcludes outliers from the aggregation (default)
#ExDateDividend DateEx date
#FamilyFormula Functions Scope ParameterOperate within each ETF Family
#FCFActual Item (actual_item)Free Cash Flow
#FCFNTMConsensus Estimate (cons_item)FCF Next Twelve Months
#FCFQConsensus Estimate (cons_item)FCF Quarter
#FCFYConsensus Estimate (cons_item)FCF Annual
#FFOActual Item (actual_item)Funds From Operations
#GroupVarFormula Functions Scope ParameterOperates on groups based on value of variable @Group
#HighPrice IDsStock high prices (daily)
#HoldCntConsensus Recommendation (rec_stat)Number of Hold Recommendations
#InclNAFormula Functions Include NA ParameterInclude NA values
#IncreasingStreakIncreasing values streak
#IndustryFormula Functions Scope ParameterOperate within Industries in selected universe
#LIQUIDATIONCorporate Actions (ca_type)LiquidationFull Description
#LowPrice IDsStock low prices (daily)
#LTGConsensus Estimate (cons_item)Long Term Growth
#MANDACorporate Actions (ca_type)Any of the individual actions except #SPLITFull Description
#MANDAEXSPINCorporate Actions (ca_type)Any of the individual actions except #SPLIT & #SPINOFFFull Description
#MEETINGCorporate Actions (ca_status)Meeting
#MERGERCorporate Actions (ca_type)MergerFull Description
#MERGERELCorporate Actions (ca_type)Merger ElectFull Description
#MethodFormula Functions Scope ParameterOperate within each ETF Method
#MonthNumerical ConstantsReturns 21, the approximate number of bars in a month
#Month3Numerical ConstantsReturns 62, the approximate number of bars in 3 months
#Month6Numerical ConstantsReturns 125, the approximate number of bars in 6 months
#NANeutralFormula Functions Include NA ParameterNA Neutral
#NETActual Item (actual_item)Net Profit
#NeutralFormula Functions Sort Style ParameterNeutral
#NEWOFFERCorporate Actions (ca_type)New OfferFull Description
#NotIncreasingStreakDecreasing or equal values streak
#NotPositiveStreakNegative or zero values streak
#OpenPrice IDsStock opening prices (daily)
#OTHERCorporate Actions (ca_status)Other ICE Data status
#OverCntConsensus Recommendation (rec_stat)Number of Overweight Recommendations
#PayDateDividend DatePay date
#PositiveStreakPositive values streak
#PreviousFormula Functions Scope ParameterOperate on the results from previous rule
#PTConsensus Estimate (cons_item)Price Target
#PTIActual Item (actual_item)Pre-Tax Profit
#RecCntConsensus Recommendation (rec_stat)Number of Recommendations
#RegionFormula Functions Scope ParameterOperate within each ETF Region
#RegularDividend TypeRegular dividend (used to calculate Yield)
#REJECTIONCorporate Actions (ca_status)Rejection
#SALENTMConsensus Estimate (cons_item)Sales Next Twelve Months
#SALEQConsensus Estimate (cons_item)Sales Quarter
#SALESActual Item (actual_item)Sales
#SALEYConsensus Estimate (cons_item)Sales Annual
#SectorFormula Functions Scope ParameterOperate within Sectors in selected universe
#SellCntConsensus Recommendation (rec_stat)Number of Sell Recommendations
#SHS_REPURCHActual Item (actual_item)Share Repurchase
#SizeFormula Functions Scope ParameterOperate within each ETF Size
#SOEActual Item (actual_item)Stock Option Expense
#SP500Formula Functions Scope ParameterOperate within the SP500 stocks
#SpecialDividend TypeSpecial dividend (not used to calculate Yield)
#SPEPSCNYS&P 500 IDsSP500 EPS Blend Y (weekly) based on the time weighted analysts estimates of CurrY and NextYFull Description
#SPEPSQS&P 500 IDsSP500 EPS Blend Q (weekly)Full Description
#SPEPSTTMS&P 500 IDsSP500 EPS Trailing 12 months (weekly)Full Description
#SPINOFFCorporate Actions (ca_type)SpinoffFull Description
#SPLITCorporate Actions (ca_type)SplitFull Description
#SPRPBlendS&P 500 IDsSP500 Risk Premium (weekly)Full Description
#SPYieldBlendS&P 500 IDsSP500 Yield (weekly) based on the time weighted analysts estimates of CurrY and NextYFull Description
#STATUSANYCorporate Actions (ca_status)Any status
#STATUSFAILCorporate Actions (ca_status)Either #TERMINATION or #REJECTION
#STATUSNACorporate Actions (ca_status)Status not specified
#STATUSOKCorporate Actions (ca_status)Either #COMPLETION or #APPROVAL
#StyleFormula Functions Scope ParameterOperate within each ETF Style
#SubIndustryFormula Functions Scope ParameterOperate within Sub-Industries in selected universe
#SubSectorFormula Functions Scope ParameterOperate within Sub-Sectors in selected universe
#TERMINATIONCorporate Actions (ca_status)Termination
#TNXMisc IDs10Y 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.
#TopFormula Functions Sort Style ParameterTop (Positive Bias)
#TRUEFALSECorporate Actions (ca_retvalue)TRUE if a match is found, FALSE otherwise
#UnderCntConsensus Recommendation (rec_stat)Number of Underweight Recommendations
#WeekNumerical ConstantsReturns 5, the approximate number of bars in a week
#WinsorAggregate Outlier Handler ParameterThe outliers are set to the highest/lowest value that are not outliers
#YearNumerical ConstantsReturns 251, the approximate number of bars in a year
#Year2Numerical ConstantsReturns 501, the approximate number of bars in two years
$ADRUniverse IDs - Other USAAmerican Depositary Receipt
$DJIAIndex Tickers - SpecialtyDow JonesFull Description
$MIDIndex Tickers - MajorS&P 400 MidFull Description
$MIDPGIndex Tickers - SpecialtyS&P 400 Pure GrowthFull Description
$MIDPVIndex Tickers - SpecialtyS&P 400 Pure ValueFull Description
$NASDAQIndex Tickers - SpecialtyNasdaqFull Description
$NASDAQ100Index Tickers - SpecialtyNasdaq 100Full Description
$RUAIndex Tickers - MajorRussell3000Full Description
$RUIIndex Tickers - MajorRussell1000Full Description
$RUTIndex Tickers - MajorRussell2000Full Description
$SMLIndex Tickers - MajorS&P 600 SmallFull Description
$SMLPGIndex Tickers - SpecialtyS&P 600 Pure GrowthFull Description
$SMLPVIndex Tickers - SpecialtyS&P 600 Pure ValueFull Description
$SP500Index Tickers - MajorS&P 500Full Description
$SP500EQIndex Tickers - MajorS&P 500 EQUAL WEIGHTFull Description
$SP500PGIndex Tickers - SpecialtyS&P 500 Pure GrowthFull Description
$SP500PVIndex Tickers - SpecialtyS&P 500 Pure ValueFull Description
$SPALLIndex Tickers - MajorS&P 1500 Super CompositeFull Description
$SPALLCNDIndex Tickers - SpecialtySP1500 Consumer DiscretionFull Description
$SPALLCNSIndex Tickers - SpecialtySP1500 Consumer StaplesFull Description
$SPALLENGIndex Tickers - SpecialtySP1500 EnergyFull Description
$SPALLEUTIndex Tickers - SpecialtySP1500 Elec UtilitiesFull Description
$SPALLFINIndex Tickers - SpecialtySP1500 FinancialsFull Description
$SPALLGLDIndex Tickers - SpecialtySP1500 GoldFull Description
$SPALLHEAIndex Tickers - SpecialtySP1500 Health CareFull Description
$SPALLHEQIndex Tickers - SpecialtySP1500 Hlth Care Eq&SrvcFull Description
$SPALLINDIndex Tickers - SpecialtySP1500 IndustrialsFull Description
$SPALLINTIndex Tickers - SpecialtySP1500 Information TechFull Description
$SPALLMATIndex Tickers - SpecialtySP1500 MaterialsFull Description
$SPALLPBLIndex Tickers - SpecialtySP1500 Pharma Biotech LifeFull Description
$SPALLPGIndex Tickers - SpecialtyS&P 1500 Pure GrowthFull Description
$SPALLPVIndex Tickers - SpecialtyS&P 1500 Pure ValueFull Description
$SPALLTCMIndex Tickers - SpecialtySP1500 Telecom ServicesFull Description
$SPALLUTLIndex Tickers - SpecialtySP1500 UtilitiesFull Description
$VIXIndex Tickers - SpecialtyCBOE Volatility IndexFull Description
( )Precedence operatorsPrecedence 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 operatorsMathematical Operators:
+   Sum
-   Subtract
*   Multiply
/   Divide
^   Power (x^y is x raised to the power of y)
//Rule commentsAllows you to add comments to a rule. Everything after // is ignored. Example:

Close(0)>5 // this is a comment
:Show/Set Variable operatorFollowing rule "@myvar:expression" sets a variable @myvar to expression, returns the expression, and displays @myvar in the screen reportFull Description
= != ! < > >= <=Logical operatorsLogical Operators:
=   Equals
!=   Not Equals

!   Negate
>   Greater
<   Less
>=   Greater or equal
<=   Less or equal
ALBCountry IDsAlbania
ALLFUNDUniverse IDsAll Fundamentals
ALLSTOCKSUniverse IDsAll Stocks
ANDCountry IDsAndorra
AndBoolean operatorsExpr1 And Expr2: Evaluates to 1 when both Expr1 and Expr2 are non zero.
ANNFiling PeriodAnnual
ARECountry IDsUnited Arab Emirates
ARGCountry IDsArgentina
ARMCountry IDsArmenia
ATGCountry IDsAntigua And Barbuda
AUSCountry IDsAustralia
AUTCountry IDsAustria
BELCountry IDsBelgium
BGDCountry IDsBangladesh
BGRCountry IDsBulgaria
BHRCountry IDsBahrain
BHSCountry IDsBahamas
BIHCountry IDsBosnia and Herzegovina
BLRCountry IDsBelarus
BLZCountry IDsBelize
BMUCountry IDsBermuda
BOLCountry IDsBolivia
BRACountry IDsBrazil
BRBCountry IDsBarbados
BWACountry IDsBotswana
CANCountry IDsCanada
CHECountry IDsSwitzerland
CHLCountry IDsChile
CHNCountry IDsChina
CIVCountry IDsCote d'Ivoire
COLCountry IDsColombia
CRICountry IDsCosta Rica
CUWCountry IDsCuracao
CYMCountry IDsCayman Islands
CYPCountry IDsCyprus
CZECountry IDsCzech Republic
DEUCountry IDsGermany
DJIAUniverse IDs - Major USADow Jones Industrial Average
DNKCountry IDsDenmark
DOMCountry IDsDominican Republic
DZACountry IDsAlgeria
ECUCountry IDsEcuador
EGYCountry IDsEgypt
ESPCountry IDsSpain
ESTCountry IDsEstonia
FALLBACKN/A during preliminariesFallback to previous period
FALSENumerical ConstantsFALSE or 0
FINCountry IDsFinland
FRACountry IDsFrance
FROCountry IDsFaroe Islands
GBRCountry IDsUnited Kingdom
GGYCountry IDsGuernsey
GHACountry IDsGhana
GIBCountry IDsGibraltar
GLPCountry IDsGuadeloupe
GRCCountry IDsGreece
HKGCountry IDsHong Kong
HRVCountry IDsCroatia (hrvatska)
HUNCountry IDsHungary
IDNCountry IDsIndonesia
IMNCountry IDsIsle of Man
INDCountry IDsIndia
IRLCountry IDsIreland
IRNCountry IDsIran
IRQCountry IDsIraq
ISLCountry IDsIceland
ISRCountry IDsIsrael
ITACountry IDsItaly
JAMCountry IDsJamaica
JEYCountry IDsJersey
JORCountry IDsJordan
JPNCountry IDsJapan
KAZCountry IDsKazakhstan
KEEPNAN/A during preliminariesKeep NA values
KENCountry IDsKenya
KHMCountry IDsCambodia
KORCountry IDsSouth Korea
KWTCountry IDsKuwait
LAOCountry IDsLaos
LargeCapUniverse IDs - Other USALarge Cap
LBNCountry IDsLebanon
LIECountry IDsLiechtenstein
LKACountry IDsSri Lanka
LTUCountry IDsLithuania
LUXCountry IDsLuxembourg
LVACountry IDsLatvia
MARCountry IDsMorocco
MasterLPUniverse IDs - Other USAMaster Limited Partnerships
MCOCountry IDsMonaco
MDACountry IDsMoldova
MEXCountry IDsMexico
MicroCapUniverse IDs - Other USAMicroCap
MidCapUniverse IDs - Other USAMid Cap
MKDCountry IDsMacedonia
MLTCountry IDsMalta
MNECountry IDsMontenegro
MNGCountry IDsMongolia
MSRCountry IDsMontserrat
MUSCountry IDsMauritius
MWICountry IDsMalawi
MYSCountry IDsMalaysia
MYTCountry IDsMayotte
NANumerical ConstantsNA value
NAMCountry IDsNamibia
NASDUniverse IDs - Other USANASDAQ Exchange
NASDAQ100Universe IDs - Other USANasdaq 100
NGACountry IDsNigeria
NLDCountry IDsNetherlands
NOOTCUniverse IDs - Major USANo OTC Exchange
NORCountry IDsNorway
NPLCountry IDsNepal
NYSEUniverse IDs - Other USANY Stock Exchange
NYSEMKTUniverse IDs - Other USANYSE MKT (AMEX)
NZLCountry IDsNew Zealand
OMNCountry IDsOman
OrBoolean operatorsExpr1 Or Expr2: Evaluates to 1 when one, or both Expressions is non zero.
OTCUniverse IDs - Other USAOver The Counter
PAKCountry IDsPakistan
PANCountry IDsPanama
PERCountry IDsPeru
PHLCountry IDsPhilippines
PNGCountry IDsPapua New Guinea
POLCountry IDsPoland
PRTCountry IDsPortugal
Prussell1000Universe IDs - Major USAPrussell 1000
Prussell2000Universe IDs - Major USAPrussell 2000
Prussell3000Universe IDs - Major USAPrussell 3000
QATCountry IDsQatar
QTRFiling PeriodInterim
ROUCountry IDsRomania
RUSCountry IDsRussia
RWACountry IDsRwanda
SAUCountry IDsSaudi Arabia
SGPCountry IDsSingapore
SJMCountry IDsSvalbard and Jan Mayen
SmallCapUniverse IDs - Other USASmall Cap
SMRCountry IDsSan Marino
SP1500Universe IDs - Major USAiShares S&P1500 CompositeCap (IVV+IJH+IJR)
SP400Universe IDs - Other USAiShares S&P400 MidCap (IJH)
SP500Universe IDs - Major USAiShares S&P500 LargeCap (IVV)
SP600Universe IDs - Other USAiShares S&P600 SmallCap (IJR)
SPMCountry IDsSt. Pierre and Miquelon
SRBCountry IDsSerbia
SVKCountry IDsSlovakia
SVNCountry IDsSlovenia
SWECountry IDsSweden
SWZCountry IDsSwaziland
SYRCountry IDsSyria
TCACountry IDsTurks and Caicos Islands
THACountry IDsThailand
TRUENumerical ConstantsTRUE or 1
TTMFiling PeriodTrailing Twelve Months
TTOCountry IDsTrinidad and Tobago
TUNCountry IDsTunisia
TURCountry IDsTurkey
TWNCountry IDsTaiwan
TZACountry IDsTanzania United Republic Of
UGACountry IDsUganda
UKRCountry IDsUkraine
URYCountry IDsUruguay
USACountry IDsUnited States
VATCountry IDsHoly See
VCTCountry IDsSaint Vincent and Grenadines
VENCountry IDsVenezuela
VGBCountry IDsVirgin Islands (British)
VIRCountry IDsVirgin Islands (u.s.)
VNMCountry IDsViet Nam
ZAFCountry IDsSouth Africa
ZERONAN/A during preliminariesSet NA values to 0
ZMBCountry IDsZambia
ZWECountry IDsZimbabwe