I terms of functionality, making a time series when the values are cross-sectional is something I’ve wanted to do often. See;
GetSeries accesses pre-built series. If it could be extended to building a series dynamically, that would be cool.
Maybe something that piggybacks on the Aggregate Series syntax;
GetUnivMedian(“Sector=Tech”,“OpIncTTM”)
so this would work;
EMA(20,0,GetUnivMedian("Sector=Tech","OpIncTTM"))>EMA(20,10,GetUnivMedian("Sector=Tech","OpIncTTM"))
But even that’s not dynamic enough since I don’t want to specify the sector/industry ahead of time. I want the sector to be implicit so that I can use the rule in the Buy (Sell) sections of a simulation.
I don’t know what that syntax would look like.