Alpha Library  /  GTJA 191  /  gtja191_068

gtja191_068

Themes & universe

volumeequity_cn1d

Formula

SMA(((HIGH+LOW)/2-(DELAY(HIGH,1)+DELAY(LOW,1))/2)*(HIGH-LOW)/VOLUME,15,2)

Definition

id

gtja191_068

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_068

decay_horizon

15

min_warmup_bars

2

requires_sector

False

columns_required

high, low, volume

Notes

Like alpha #9 but with SMA(15, m=2).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_068
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025