Alpha Library  /  GTJA 191  /  gtja191_140

gtja191_140

Themes & universe

volumeequity_cn1d

Formula

MIN(RANK(DECAYLINEAR(((RANK(OPEN)+RANK(LOW))-(RANK(HIGH)+RANK(CLOSE))),8)),TSRANK(DECAYLINEAR(CORR(TSRANK(CLOSE,8),TSRANK(MEAN(VOLUME,60),20),8),7),3))

Definition

id

gtja191_140

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_140

decay_horizon

60

min_warmup_bars

94

requires_sector

False

columns_required

open, high, low, close, volume

Notes

MIN(a,b) elementwise -> np.minimum.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_140
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025