Alpha Library  /  GTJA 191  /  gtja191_114

gtja191_114

Themes & universe

volumevolatilityequity_cn1d

Formula

((RANK(DELAY(((HIGH-LOW)/(SUM(CLOSE,5)/5)),2)) * RANK(RANK(VOLUME))) / (((HIGH-LOW)/(SUM(CLOSE,5)/5))/(VWAP-CLOSE)))

Definition

id

gtja191_114

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_114

decay_horizon

5

min_warmup_bars

7

requires_sector

False

columns_required

open, high, low, close, volume, amount

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_114
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025