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WORD NAME DESCRIPTION
#CAPXActual Item (actual_item)Capital Expenditure
#EBITActual Item (actual_item)EBIT
#EBITDAActual Item (actual_item)EBITDA
#EPSActual Item (actual_item)Earnings Per Share
#EPS_GAAPActual Item (actual_item)Reported Earnings Per Share
#FCFActual Item (actual_item)Free Cash Flow
#FFOActual Item (actual_item)Funds From Operations
#NETActual Item (actual_item)Net Profit
#PTIActual Item (actual_item)Pre-Tax Profit
#SALESActual Item (actual_item)Sales
#SHS_REPURCHActual Item (actual_item)Share Repurchase
#SOEActual Item (actual_item)Stock Option Expense
#AvgAggregate Method ParameterAverage the values (default, recommended)
#CapAvgAggregate Method ParameterCap weighted average the values
#ExcludeAggregate Outlier Handler ParameterExcludes outliers from the aggregation (default)
#WinsorAggregate Outlier Handler ParameterThe outliers are set to the highest/lowest value that are not outliers
AndBoolean operatorsExpr1 And Expr2: Evaluates to 1 when both Expr1 and Expr2 are non zero.
OrBoolean operatorsExpr1 Or Expr2: Evaluates to 1 when one, or both Expressions is non zero.
#CAPXNTMConsensus Estimate (cons_item)CapEx Next Twelve Months
#CAPXQConsensus Estimate (cons_item)CapEx Quarter
#CAPXYConsensus Estimate (cons_item)CapEx Annual
#EBITDANTMConsensus Estimate (cons_item)EBITDA Next Twelve Months
#EBITDAQConsensus Estimate (cons_item)EBITDA Quarter
#EBITDAYConsensus Estimate (cons_item)EBITDA Annual
#EPSNTMConsensus Estimate (cons_item)EPS Next Twelve Months
#EPSQConsensus Estimate (cons_item)EPS Quarter
#EPSYConsensus Estimate (cons_item)EPS Annual
#FCFNTMConsensus Estimate (cons_item)FCF Next Twelve Months
#FCFQConsensus Estimate (cons_item)FCF Quarter
#FCFYConsensus Estimate (cons_item)FCF Annual
#LTGConsensus Estimate (cons_item)Long Term Growth
#PTConsensus Estimate (cons_item)Price Target
#SALENTMConsensus Estimate (cons_item)Sales Next Twelve Months
#SALEQConsensus Estimate (cons_item)Sales Quarter
#SALEYConsensus Estimate (cons_item)Sales Annual
#AvgRecConsensus Recommendation (rec_stat)Average of all Recommendation
#BuyCntConsensus Recommendation (rec_stat)Number of Buy Recommendations
#HoldCntConsensus Recommendation (rec_stat)Number of Hold Recommendations
#OverCntConsensus Recommendation (rec_stat)Number of Overweight Recommendations
#RecCntConsensus Recommendation (rec_stat)Number of Recommendations
#SellCntConsensus Recommendation (rec_stat)Number of Sell Recommendations
#UnderCntConsensus Recommendation (rec_stat)Number of Underweight Recommendations
#ACTIONCNTCorporate Actions (ca_retvalue)Number of actions that matched or 0
#ACTIONTYPECorporate Actions (ca_retvalue)The corporate action type
#ANNCEDAYSCorporate Actions (ca_retvalue)Number of days since the announce date or NA
#CLOSEDAYSCorporate Actions (ca_retvalue)Number of days since the close/expiry date or NA
#TRUEFALSECorporate Actions (ca_retvalue)TRUE if a match is found, FALSE otherwise
#APPROVALCorporate Actions (ca_status)Approval
#COMPLETIONCorporate Actions (ca_status)Completion
#MEETINGCorporate Actions (ca_status)Meeting
#OTHERCorporate Actions (ca_status)Other ICE Data status
#REJECTIONCorporate Actions (ca_status)Rejection
#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
#TERMINATIONCorporate Actions (ca_status)Termination
#BUYOFFCorporate Actions (ca_type)Buy OfferFull Description
#LIQUIDATIONCorporate Actions (ca_type)LiquidationFull Description
#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
#MERGERCorporate Actions (ca_type)MergerFull Description
#MERGERELCorporate Actions (ca_type)Merger ElectFull Description
#NEWOFFERCorporate Actions (ca_type)New OfferFull Description
#SPINOFFCorporate Actions (ca_type)SpinoffFull Description
#SPLITCorporate Actions (ca_type)SplitFull Description
ALBCountry IDsAlbania
DZACountry IDsAlgeria
ANDCountry IDsAndorra
ATGCountry IDsAntigua And Barbuda
ARGCountry IDsArgentina
ARMCountry IDsArmenia
AUSCountry IDsAustralia
AUTCountry IDsAustria
BHSCountry IDsBahamas
BHRCountry IDsBahrain
BGDCountry IDsBangladesh
BRBCountry IDsBarbados
BLRCountry IDsBelarus
BELCountry IDsBelgium
BLZCountry IDsBelize
BMUCountry IDsBermuda
BOLCountry IDsBolivia
BIHCountry IDsBosnia and Herzegovina
BWACountry IDsBotswana
BRACountry IDsBrazil
BGRCountry IDsBulgaria
KHMCountry IDsCambodia
CANCountry IDsCanada
CYMCountry IDsCayman Islands
CHLCountry IDsChile
CHNCountry IDsChina
COLCountry IDsColombia
CRICountry IDsCosta Rica
CIVCountry IDsCote d'Ivoire
HRVCountry IDsCroatia (hrvatska)
CUWCountry IDsCuracao
CYPCountry IDsCyprus
CZECountry IDsCzech Republic
DNKCountry IDsDenmark
DOMCountry IDsDominican Republic
ECUCountry IDsEcuador
EGYCountry IDsEgypt
ESTCountry IDsEstonia
FROCountry IDsFaroe Islands
FINCountry IDsFinland
FRACountry IDsFrance
DEUCountry IDsGermany
GHACountry IDsGhana
GIBCountry IDsGibraltar
GRCCountry IDsGreece
GLPCountry IDsGuadeloupe
GGYCountry IDsGuernsey
VATCountry IDsHoly See
HKGCountry IDsHong Kong
HUNCountry IDsHungary
ISLCountry IDsIceland
INDCountry IDsIndia
IDNCountry IDsIndonesia
IRNCountry IDsIran
IRQCountry IDsIraq
IRLCountry IDsIreland
IMNCountry IDsIsle of Man
ISRCountry IDsIsrael
ITACountry IDsItaly
JAMCountry IDsJamaica
JPNCountry IDsJapan
JEYCountry IDsJersey
JORCountry IDsJordan
KAZCountry IDsKazakhstan
KENCountry IDsKenya
KWTCountry IDsKuwait
LAOCountry IDsLaos
LVACountry IDsLatvia
LBNCountry IDsLebanon
LIECountry IDsLiechtenstein
LTUCountry IDsLithuania
LUXCountry IDsLuxembourg
MKDCountry IDsMacedonia
MWICountry IDsMalawi
MYSCountry IDsMalaysia
MLTCountry IDsMalta
MUSCountry IDsMauritius
MYTCountry IDsMayotte
MEXCountry IDsMexico
MDACountry IDsMoldova
MCOCountry IDsMonaco
MNGCountry IDsMongolia
MNECountry IDsMontenegro
MSRCountry IDsMontserrat
MARCountry IDsMorocco
NAMCountry IDsNamibia
NPLCountry IDsNepal
NLDCountry IDsNetherlands
NZLCountry IDsNew Zealand
NGACountry IDsNigeria
NORCountry IDsNorway
OMNCountry IDsOman
PAKCountry IDsPakistan
PANCountry IDsPanama
PNGCountry IDsPapua New Guinea
PERCountry IDsPeru
PHLCountry IDsPhilippines
POLCountry IDsPoland
PRTCountry IDsPortugal
QATCountry IDsQatar
ROUCountry IDsRomania
RUSCountry IDsRussia
RWACountry IDsRwanda
VCTCountry IDsSaint Vincent and Grenadines
SMRCountry IDsSan Marino
SAUCountry IDsSaudi Arabia
SRBCountry IDsSerbia
SGPCountry IDsSingapore
SVKCountry IDsSlovakia
SVNCountry IDsSlovenia
ZAFCountry IDsSouth Africa
KORCountry IDsSouth Korea
ESPCountry IDsSpain
LKACountry IDsSri Lanka
SPMCountry IDsSt. Pierre and Miquelon
SJMCountry IDsSvalbard and Jan Mayen
SWZCountry IDsSwaziland
SWECountry IDsSweden
CHECountry IDsSwitzerland
SYRCountry IDsSyria
TWNCountry IDsTaiwan
TZACountry IDsTanzania United Republic Of
THACountry IDsThailand
TTOCountry IDsTrinidad and Tobago
TUNCountry IDsTunisia
TURCountry IDsTurkey
TCACountry IDsTurks and Caicos Islands
UGACountry IDsUganda
UKRCountry IDsUkraine
ARECountry IDsUnited Arab Emirates
GBRCountry IDsUnited Kingdom
USACountry IDsUnited States
URYCountry IDsUruguay
VENCountry IDsVenezuela
VNMCountry IDsViet Nam
VGBCountry IDsVirgin Islands (British)
VIRCountry IDsVirgin Islands (u.s.)
ZMBCountry IDsZambia
ZWECountry IDsZimbabwe
#AnnDateDividend DateAnnounce date
#ExDateDividend DateEx date
#PayDateDividend DatePay date
#AllDivDividend TypeAny kind of dividend
#RegularDividend TypeRegular dividend (used to calculate Yield)
#SpecialDividend TypeSpecial dividend (not used to calculate Yield)
ANNFiling PeriodAnnual
QTRFiling PeriodInterim
TTMFiling PeriodTrailing Twelve Months
#ExclNAFormula Functions Include NA ParameterExclude NA values
#InclNAFormula Functions Include NA ParameterInclude NA values
#NANeutralFormula Functions Include NA ParameterNA Neutral
#AllFormula Functions Scope ParameterOperate within selected universe
#IndustryFormula Functions Scope ParameterOperate within Industries in selected universe
#SectorFormula Functions Scope ParameterOperate within Sectors in selected universe
#SubIndustryFormula Functions Scope ParameterOperate within Sub-Industries in selected universe
#SubSectorFormula Functions Scope ParameterOperate within Sub-Sectors in selected universe
#SP500Formula Functions Scope ParameterOperate within the SP500 stocks
#PreviousFormula Functions Scope ParameterOperate on the results from previous rule
#GroupVarFormula Functions Scope ParameterOperates on groups based on value of variable @Group
#FamilyFormula Functions Scope ParameterOperate within each ETF Family
#AssetClassFormula Functions Scope ParameterOperate within each ETF Class
#RegionFormula Functions Scope ParameterOperate within each ETF Region
#CountryFormula Functions Scope ParameterOperate within each ETF Country
#MethodFormula Functions Scope ParameterOperate within each ETF Method
#StyleFormula Functions Scope ParameterOperate within each ETF Style
#SizeFormula Functions Scope ParameterOperate within each ETF Size
#ETFSectorFormula Functions Scope ParameterOperate within each ETF Sector
#ASCFormula Functions Sort ParameterSort ascending
#DESCFormula Functions Sort ParameterSort descending
#NeutralFormula Functions Sort Style ParameterNeutral
#TopFormula Functions Sort Style ParameterTop (Positive Bias)
$MIDIndex Tickers - MajorS&P 400 MidFull Description
$RUAIndex Tickers - MajorRussell3000Full Description
$RUIIndex Tickers - MajorRussell1000Full Description
$RUTIndex Tickers - MajorRussell2000Full Description
$SMLIndex Tickers - MajorS&P 600 SmallFull Description
$SP500Index Tickers - MajorS&P 500Full Description
$SP500EQIndex Tickers - MajorS&P 500 EQUAL WEIGHTFull Description
$SPALLIndex Tickers - MajorS&P 1500 Super CompositeFull Description
$DJIAIndex Tickers - SpecialtyDow JonesFull 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
$SMLPGIndex Tickers - SpecialtyS&P 600 Pure GrowthFull Description
$SMLPVIndex Tickers - SpecialtyS&P 600 Pure ValueFull Description
$SP500PGIndex Tickers - SpecialtyS&P 500 Pure GrowthFull Description
$SP500PVIndex Tickers - SpecialtyS&P 500 Pure ValueFull 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
= != ! < > >= <=Logical operatorsLogical Operators:
=   Equals
!=   Not Equals

!   Negate
>   Greater
<   Less
>=   Greater or equal
<=   Less or equal
+ - * / ^Math operatorsMathematical Operators:
+   Sum
-   Subtract
*   Multiply
/   Divide
^   Power (x^y is x raised to the power of y)
#BenchMisc IDsCurrent benchmark closing prices (daily)
#EquityMisc IDsThe Portfolio/Sim total value (daily)
#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.
FALLBACKN/A during preliminariesFallback to previous period
KEEPNAN/A during preliminariesKeep NA values
ZERONAN/A during preliminariesSet NA values to 0
#Month3Numerical ConstantsReturns 62, the approximate number of bars in 3 months
#Month6Numerical ConstantsReturns 125, the approximate number of bars in 6 months
NANumerical ConstantsNA value
TRUENumerical ConstantsTRUE or 1
FALSENumerical ConstantsFALSE or 0
#YearNumerical ConstantsReturns 251, the approximate number of bars in a year
#Year2Numerical ConstantsReturns 501, the approximate number of bars in two years
#MonthNumerical ConstantsReturns 21, the approximate number of bars in a month
#WeekNumerical ConstantsReturns 5, the approximate number of bars in a week
( )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.
#ClosePrice IDsStock closing prices (daily)
#HighPrice IDsStock high prices (daily)
#LowPrice IDsStock low prices (daily)
#OpenPrice IDsStock opening prices (daily)
//Rule commentsAllows you to add comments to a rule. Everything after // is ignored. Example:

Close(0)>5 // this is a comment
#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
#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
:Show/Set Variable operatorFollowing rule "@myvar:expression" sets a variable @myvar to expression, returns the expression, and displays @myvar in the screen reportFull Description
#IncreasingStreakIncreasing values streak
#NotIncreasingStreakDecreasing or equal values streak
#NotPositiveStreakNegative or zero values streak
#PositiveStreakPositive values streak
ALLFUNDUniverse IDsAll Fundamentals
ALLSTOCKSUniverse IDsAll Stocks
DJIAUniverse IDs - Major USADow Jones Industrial Average
NOOTCUniverse IDs - Major USANo OTC Exchange
Prussell1000Universe IDs - Major USAPrussell 1000
Prussell2000Universe IDs - Major USAPrussell 2000
Prussell3000Universe IDs - Major USAPrussell 3000
SP1500Universe IDs - Major USAiShares S&P1500 CompositeCap (IVV+IJH+IJR)
SP500Universe IDs - Major USAiShares S&P500 LargeCap (IVV)
$ADRUniverse IDs - Other USAAmerican Depositary Receipt
LargeCapUniverse IDs - Other USALarge Cap
MasterLPUniverse IDs - Other USAMaster Limited Partnerships
MicroCapUniverse IDs - Other USAMicroCap
MidCapUniverse IDs - Other USAMid Cap
NASDUniverse IDs - Other USANASDAQ Exchange
NASDAQ100Universe IDs - Other USANasdaq 100
NYSEUniverse IDs - Other USANY Stock Exchange
NYSEMKTUniverse IDs - Other USANYSE MKT (AMEX)
OTCUniverse IDs - Other USAOver The Counter
SmallCapUniverse IDs - Other USASmall Cap
SP400Universe IDs - Other USAiShares S&P400 MidCap (IJH)
SP600Universe IDs - Other USAiShares S&P600 SmallCap (IJR)