I would like to write a simple pipeline that picks equities that have out performed SPY for the last n days.
What I think I want is a field in the pipe that contains;
((current equity close price - current equity open price )/ current equity close price) - (spy close price - spy open price )/ spy close price)).mean()
Some issues I have in writing this is;
A) I have never written a pipe, and am a bit unclear on how to do it. I have modified a pipe, but it isn't the same.
B) I do not know all of the available standard functionality available to me I found SimpleMovingAverage and AverageDollarVolume in the samples, but are their others? If so are they all documented in one place? Where?
C) Do I need a customFactor, or can I use standard functionality to accomplish this?
