Alpha Library  /  GTJA 191  /  gtja191_043

gtja191_043

Themes & universe

volumemomentumequity_cn1d

Formula

SUM((CLOSE>DELAY(CLOSE,1)?VOLUME:(CLOSE<DELAY(CLOSE,1)?-VOLUME:0)),6)

Definition

id

gtja191_043

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_043

decay_horizon

6

min_warmup_bars

7

requires_sector

False

columns_required

close, volume

Notes

Signed volume accumulation over 6 days.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_043
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025