Alpha Library  /  GTJA 191  /  gtja191_040

gtja191_040

Themes & universe

volumeequity_cn1d

Formula

SUM((CLOSE>DELAY(CLOSE,1)?VOLUME:0),26)/SUM((CLOSE<=DELAY(CLOSE,1)?VOLUME:0),26)*100

Definition

id

gtja191_040

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_040

decay_horizon

26

min_warmup_bars

27

requires_sector

False

columns_required

close, volume

Notes

Up-volume vs down-volume ratio over 26 days.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_040
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025