Alpha Library  /  GTJA 191  /  gtja191_154

gtja191_154

Themes & universe

volumeequity_cn1d

Formula

(((VWAP - MIN(VWAP,16))) < (CORR(VWAP, MEAN(VOLUME,180),18))) cast to float * -1 (binary indicator)

Definition

id

gtja191_154

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_154

decay_horizon

60

min_warmup_bars

197

requires_sector

False

columns_required

open, high, low, close, volume, amount

Notes

Original returns boolean; we cast to float and multiply by -1.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_154
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025