Alpha Library  /  GTJA 191  /  gtja191_191

gtja191_191

Themes & universe

volumeequity_cn1d

Formula

((CORR(MEAN(VOLUME,20), LOW, 5) + ((HIGH + LOW) / 2)) - CLOSE)

Definition

id

gtja191_191

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_191

decay_horizon

20

min_warmup_bars

24

requires_sector

False

columns_required

open, high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_191
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025