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gtja191_013

Themes & universe

microstructureequity_cn1d

Formula

(((HIGH*LOW)^0.5) - VWAP)

Definition

id

gtja191_013

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_013

decay_horizon

1

min_warmup_bars

1

requires_sector

False

columns_required

high, low, volume, amount

Notes

Geometric mean of high/low minus vwap.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_013
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025