Alpha Library  /  GTJA 191  /  gtja191_026

gtja191_026

Themes & universe

momentummicrostructureequity_cn1d

Formula

((((SUM(CLOSE,7)/7)-CLOSE))+((CORR(VWAP,DELAY(CLOSE,5),230))))

Definition

id

gtja191_026

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_026

decay_horizon

7

min_warmup_bars

235

requires_sector

False

columns_required

close, volume, amount

Notes

Original report windows; full nested-window coverage is required.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_026
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025