Alpha Library  /  GTJA 191  /  gtja191_045

gtja191_045

Themes & universe

volumeequity_cn1d

Formula

(RANK(DELTA((((CLOSE*0.6)+(OPEN*0.4))),1)) * RANK(CORR(VWAP,MEAN(VOLUME,150),15)))

Definition

id

gtja191_045

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_045

decay_horizon

15

min_warmup_bars

164

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_045
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025