Alpha Library  /  GTJA 191  /  gtja191_060

gtja191_060

Themes & universe

volumemicrostructureequity_cn1d

Formula

SUM(((CLOSE-LOW)-(HIGH-CLOSE))/(HIGH-LOW)*VOLUME, 20)

Definition

id

gtja191_060

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_060

decay_horizon

20

min_warmup_bars

20

requires_sector

False

columns_required

close, high, low, volume

Notes

20-day version of alpha #11.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_060
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025