Alpha Library  /  GTJA 191  /  gtja191_117

gtja191_117

Themes & universe

volumemomentumequity_cn1d

Formula

tsrank(v,32)*(1-tsrank(c+h-l,16))*(1-tsrank(ret,32))

Definition

id

gtja191_117

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_117

decay_horizon

32

min_warmup_bars

33

requires_sector

False

columns_required

close, high, low, volume

Notes

ret = close/delay(close,1) - 1.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_117
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025