Alpha Library  /  GTJA 191  /  gtja191_180

gtja191_180

Themes & universe

volumereversalequity_cn1d

Formula

((MEAN(VOLUME,20) < VOLUME) ? ((-1*TSRANK(ABS(DELTA(CLOSE,7)),60)) * SIGN(DELTA(CLOSE,7))) : (-1*VOLUME))

Definition

id

gtja191_180

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_180

decay_horizon

60

min_warmup_bars

67

requires_sector

False

columns_required

close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_180
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025