Merge pull request #1 from timpan95/alphaHeaven

add 2 alphas

Author: Breta01

alphas/alpha_1

@@ -0,0 +1,21 @@
+### Code
+turnover = volume/sharesout;
+smoothed_turnover = ts_mean(turnover, 6);
+rank(ts_av_diff(smoothed_turnover, 380))
+
+### Simulation Settings
+Instrument Type: Equity
+Region	       : USA
+Universe       : TOP3000
+Language       : Fast Expression
+Decay	       : 10
+Delay	       : 1
+Truncation	   : 0.01
+Neutralization : Subindustry
+Pasteurization : On
+NaN Handling   : Off
+Unit Handling  : Verify
+Max Trade      : OFF
+
+### Score
+1954

alphas/alpha_2

@@ -0,0 +1,32 @@
+### Code
+W = 75;
+L = 2;
+P = 0.65;
+
+ts_decay_linear(
+  signed_power(
+      subtract(
+        (vwap - close) / vwap ,
+        ts_mean( (vwap - close) / vwap , W )
+      ),
+    P
+  ),
+  L
+)
+
+### Simulation Settings
+Instrument Type: Equity
+Region	       : USA
+Universe       : TOP3000
+Language       : Fast Expression
+Decay	       : 20
+Delay	       : 1
+Truncation	   : 0.0002
+Neutralization : Market
+Pasteurization : On
+NaN Handling   : Off
+Unit Handling  : Verify
+Max Trade      : OFF
+
+### Score
+TBA