Alpha Library  /  GTJA 191  /  gtja191_111

gtja191_111

Themes & universe

volumemicrostructureequity_cn1d

Formula

sma(v*((c-l)-(h-c))/(h-l),11,2)-sma(v*((c-l)-(h-c))/(h-l),4,2)

Definition

id

gtja191_111

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_111

decay_horizon

11

min_warmup_bars

1

requires_sector

False

columns_required

open, high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_111
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025