Alpha Library  /  GTJA 191  /  gtja191_123

gtja191_123

Themes & universe

volumeequity_cn1d

Formula

((RANK(CORR(SUM(((HIGH+LOW)/2),20),SUM(MEAN(VOLUME,60),20),9)) < RANK(CORR(LOW,VOLUME,6))) * -1)

Definition

id

gtja191_123

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_123

decay_horizon

60

min_warmup_bars

87

requires_sector

False

columns_required

open, high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_123
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025