Alpha Library  /  GTJA 191  /  gtja191_148

gtja191_148

Themes & universe

volumeequity_cn1d

Formula

((RANK(CORR((OPEN), SUM(MEAN(VOLUME,60), 9), 6)) < RANK((OPEN - MIN(OPEN, 14)))) * -1)

Definition

id

gtja191_148

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_148

decay_horizon

60

min_warmup_bars

73

requires_sector

False

columns_required

open, high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_148
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025