Alpha Library  /  GTJA 191  /  gtja191_035

gtja191_035

Themes & universe

volumeequity_cn1d

Formula

(MIN(RANK(DECAYLINEAR(DELTA(OPEN,1),15)), RANK(DECAYLINEAR(CORR(VOLUME,((OPEN*0.65)+(OPEN*0.35)),17),7))) * -1)

Definition

id

gtja191_035

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_035

decay_horizon

15

min_warmup_bars

23

requires_sector

False

columns_required

open, volume

Notes

Element-wise min of two ranks, negated.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_035
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025