Alpha Library  /  GTJA 191  /  gtja191_170

gtja191_170

Themes & universe

volumeequity_cn1d

Formula

((((RANK((1/CLOSE))*VOLUME)/MEAN(VOLUME,20)) * ((HIGH * RANK((HIGH-CLOSE))) / (SUM(HIGH,5)/5))) - RANK((VWAP - DELAY(VWAP,5))))

Definition

id

gtja191_170

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_170

decay_horizon

20

min_warmup_bars

20

requires_sector

False

columns_required

open, high, low, close, volume, amount

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_170
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025