Alpha Library  /  GTJA 191  /  gtja191_029

gtja191_029

Themes & universe

momentumvolumeequity_cn1d

Formula

(CLOSE-DELAY(CLOSE,6))/DELAY(CLOSE,6)*VOLUME

Definition

id

gtja191_029

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_029

decay_horizon

6

min_warmup_bars

7

requires_sector

False

columns_required

close, volume

Notes

6d return times current volume.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_029
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025