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gtja191_009

Themes & universe

volumemicrostructureequity_cn1d

Formula

SMA(((HIGH+LOW)/2-(DELAY(HIGH,1)+DELAY(LOW,1))/2)*(HIGH-LOW)/VOLUME,7,2)

Definition

id

gtja191_009

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_009

decay_horizon

7

min_warmup_bars

2

requires_sector

False

columns_required

high, low, volume

Notes

SMA(n=7, m=2) of midpoint change times range / volume.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_009
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025