Alpha Library  /  GTJA 191  /  gtja191_176

gtja191_176

Themes & universe

volumeequity_cn1d

Formula

CORR(RANK(((CLOSE-TSMIN(LOW,12))/(TSMAX(HIGH,12)-TSMIN(LOW,12)))),RANK(VOLUME),6)

Definition

id

gtja191_176

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_176

decay_horizon

12

min_warmup_bars

17

requires_sector

False

columns_required

open, high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_176
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025