Alpha Library  /  GTJA 191  /  gtja191_092

gtja191_092

Themes & universe

volumeequity_cn1d

Formula

(MAX(RANK(DECAYLINEAR(DELTA(((CLOSE*0.35)+(VWAP*0.65)),2),3)),TSRANK(DECAYLINEAR(ABS(CORR(MEAN(VOLUME,180),CLOSE,13)),5),15))*-1)

Definition

id

gtja191_092

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_092

decay_horizon

15

min_warmup_bars

210

requires_sector

False

columns_required

close, volume, amount

Notes

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

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_092
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025