Alpha Library  /  GTJA 191  /  gtja191_102

gtja191_102

Themes & universe

volumeequity_cn1d

Formula

sma(max(volume-delay(volume,1),0),6,1)/sma(abs(volume-delay(volume,1)),6,1)*100

Definition

id

gtja191_102

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_102

decay_horizon

6

min_warmup_bars

2

requires_sector

False

columns_required

close, volume

Notes

SMA(x,n,m) -> x.ewm(alpha=m/n, adjust=False).mean().

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_102
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025