Alpha Library  /  GTJA 191  /  gtja191_077

gtja191_077

Themes & universe

volumeequity_cn1d

Formula

MIN(RANK(DECAYLINEAR(((HIGH+LOW)/2+HIGH-(VWAP+HIGH)),20)),RANK(DECAYLINEAR(CORR(((HIGH+LOW)/2),MEAN(VOLUME,40),3),6)))

Definition

id

gtja191_077

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_077

decay_horizon

20

min_warmup_bars

47

requires_sector

False

columns_required

high, low, volume, amount

Notes

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

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_077
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025