Alpha Library  /  GTJA 191  /  gtja191_033

gtja191_033

Themes & universe

momentumvolumeequity_cn1d

Formula

((((-1*TSMIN(LOW,5))+DELAY(TSMIN(LOW,5),5))*RANK(((SUM(RET,240)-SUM(RET,20))/220)))*TSRANK(VOLUME,5))

Definition

id

gtja191_033

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_033

decay_horizon

5

min_warmup_bars

241

requires_sector

False

columns_required

low, close, volume

Notes

Original report windows; full nested-window coverage is required.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_033
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025