Alpha Library  /  GTJA 191  /  gtja191_087

gtja191_087

Themes & universe

microstructureequity_cn1d

Formula

((RANK(DECAYLINEAR(DELTA(VWAP,4),7))+TSRANK(DECAYLINEAR((((LOW*0.9)+(LOW*0.1))-VWAP)/(OPEN-((HIGH+LOW)/2)),11),7))*-1)

Definition

id

gtja191_087

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_087

decay_horizon

11

min_warmup_bars

17

requires_sector

False

columns_required

close, open, high, low, volume, amount

Notes

Sum of two decay-linear terms, negated.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_087
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025