Alpha Library  /  GTJA 191  /  gtja191_039

gtja191_039

Themes & universe

volumeequity_cn1d

Formula

((RANK(DECAYLINEAR(DELTA(CLOSE,2),8)) - RANK(DECAYLINEAR(CORR(((VWAP*0.3)+(OPEN*0.7)),SUM(MEAN(VOLUME,180),37),14),12)))*-1)

Definition

id

gtja191_039

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_039

decay_horizon

14

min_warmup_bars

240

requires_sector

False

columns_required

close, open, volume, amount

Notes

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

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_039
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025