Alpha Library  /  GTJA 191  /  gtja191_101

gtja191_101

Themes & universe

volumemomentumequity_cn1d

Formula

((rank(ts\_corr(close, sum(ts\_mean(volume,30),37), 15)) < rank(ts\_corr(rank(high*0.1 + vwap*0.9), rank(volume), 11))) * -1)

Definition

id

gtja191_101

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_101

decay_horizon

15

min_warmup_bars

80

requires_sector

False

columns_required

open, high, low, close, volume, amount

Notes

Inequality cast to float via .astype('float64').

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_101
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025