Alpha Library  /  GTJA 191  /  gtja191_144

gtja191_144

Themes & universe

liquidityequity_cn1d

Formula

SUMIF(ABS(CLOSE/DELAY(CLOSE,1)-1)/AMOUNT, CLOSE<DELAY(CLOSE,1),20)/COUNT(CLOSE<DELAY(CLOSE,1),20)

Definition

id

gtja191_144

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_144

decay_horizon

20

min_warmup_bars

21

requires_sector

False

columns_required

close, amount

Notes

SUMIF -> (x*cond).rolling(n).sum(); COUNT -> cond.rolling(n).sum().

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_144
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025