Alpha Library  /  GTJA 191  /  gtja191_119

gtja191_119

Themes & universe

volumeequity_cn1d

Formula

RANK(DECAYLINEAR(CORR(VWAP,SUM(MEAN(VOLUME,5),26),5),7)) - RANK(DECAYLINEAR(TSRANK(MIN(CORR(RANK(OPEN),RANK(MEAN(VOLUME,15)),21),9),7),8))

Definition

id

gtja191_119

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_119

decay_horizon

26

min_warmup_bars

56

requires_sector

False

columns_required

open, high, low, close, volume, amount

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_119
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025