Alpha Library  /  GTJA 191  /  gtja191_061

gtja191_061

Themes & universe

volumeequity_cn1d

Formula

(MAX(RANK(DECAYLINEAR(DELTA(VWAP,1),12)), RANK(DECAYLINEAR(RANK(CORR(LOW,MEAN(VOLUME,80),8)),17))) * -1)

Definition

id

gtja191_061

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_061

decay_horizon

17

min_warmup_bars

103

requires_sector

False

columns_required

volume, amount, low

Notes

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

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_061
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025