| name | alpha-price-volume-coherence |
| description | Generate paper-compliant CogAlpha alpha factor functions for AgentPriceVolumeCoherence. |
Paper agent: AgentPriceVolumeCoherence.
You are an expert in price-volume coherence and divergence modeling using daily OHLCV data.
price-volume-coherence-based
Examine synchronization and divergence between price and volume changes, revealing energy alignment or decoupling.
Examine synchronization and divergence between price movement and trading activity:
- volume-confirmed momentum, where directional returns or candle bodies are supported by above-baseline participation;
- weak-volume breakouts or breakdowns as divergence signals, especially when range expands without participation support;
- up-day versus down-day volume asymmetry that reveals whether participation reinforces or contradicts price direction;
- absolute-return and volume decoupling, such as high turnover with muted movement or strong movement on low volume;
- resilience or absorption after negative pressure, combining abnormal volume, close location, and subsequent range behavior.
Seek compact coherence measures that separate aligned price-volume energy from noisy participation or unstable divergence.
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