Alpha Library  /  GTJA 191  /  gtja191_084

gtja191_084

Themes & universe

volumemomentumequity_cn1d

Formula

SUM(CLOSE>DELAY(CLOSE,1)?VOLUME:(CLOSE<DELAY(CLOSE,1)?-VOLUME:0),20)

Definition

id

gtja191_084

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_084

decay_horizon

20

min_warmup_bars

21

requires_sector

False

columns_required

close, volume

Notes

20d version of alpha #43.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_084
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025