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gtja191_012

Themes & universe

reversalmicrostructureequity_cn1d

Formula

(RANK((OPEN - (SUM(VWAP,10)/10))) * (-1 * RANK(ABS((CLOSE - VWAP)))))

Definition

id

gtja191_012

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_012

decay_horizon

10

min_warmup_bars

10

requires_sector

False

columns_required

open, close, volume, amount

Notes

Open-minus-10d-vwap rank times negative rank of |close-vwap|.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_012
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025