Alpha Library  /  GTJA 191  /  gtja191_056

gtja191_056

Themes & universe

volumeequity_cn1d

Formula

(RANK(OPEN-TSMIN(OPEN,12)) < RANK((RANK(CORR(SUM(((HIGH+LOW)/2),19),SUM(MEAN(VOLUME,40),19),13))^5)))

Definition

id

gtja191_056

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_056

decay_horizon

19

min_warmup_bars

70

requires_sector

False

columns_required

open, high, low, volume

Notes

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

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_056
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025