Alpha Library  /  GTJA 191  /  gtja191_125

gtja191_125

Themes & universe

volumeequity_cn1d

Formula

(RANK(DECAYLINEAR(CORR(VWAP,MEAN(VOLUME,80),17),20))/RANK(DECAYLINEAR(DELTA(((CLOSE*0.5)+(VWAP*0.5)),3),16)))

Definition

id

gtja191_125

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_125

decay_horizon

60

min_warmup_bars

115

requires_sector

False

columns_required

open, high, low, close, volume, amount

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_125
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025