Alpha Library  /  GTJA 191  /  gtja191_156

gtja191_156

Themes & universe

volumeequity_cn1d

Formula

MAX(RANK(DECAYLINEAR(DELTA(VWAP,5),3)), RANK(DECAYLINEAR((-1*((OPEN*0.15)+(LOW*0.85)) * DELTA(...,2)/((OPEN*0.15)+(LOW*0.85))),3)))*-1

Definition

id

gtja191_156

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_156

decay_horizon

5

min_warmup_bars

8

requires_sector

False

columns_required

open, high, low, close, volume, amount

Notes

MAX elementwise -> np.maximum.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_156
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025