Alpha Library  /  GTJA 191  /  gtja191_130

gtja191_130

Themes & universe

volumeequity_cn1d

Formula

(RANK(DECAYLINEAR(CORR((H+L)/2,MEAN(V,40),9),10))/RANK(DECAYLINEAR(CORR(RANK(VWAP),RANK(V),7),3)))

Definition

id

gtja191_130

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_130

decay_horizon

40

min_warmup_bars

57

requires_sector

False

columns_required

open, high, low, close, volume, amount

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_130
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025