Alpha Library  /  GTJA 191  /  gtja191_163

gtja191_163

Themes & universe

volumeequity_cn1d

Formula

rank(((-1*ret)*mean(v,20))*vwap*(high-close))

Definition

id

gtja191_163

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_163

decay_horizon

20

min_warmup_bars

20

requires_sector

False

columns_required

open, high, low, close, volume, amount

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_163
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025