Alpha Library  /  GTJA 191  /  gtja191_008

gtja191_008

Themes & universe

reversalequity_cn1d

Formula

RANK(DELTA(((HIGH+LOW)/2)*0.2 + VWAP*0.8, 4)) * -1

Definition

id

gtja191_008

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_008

decay_horizon

4

min_warmup_bars

5

requires_sector

False

columns_required

high, low, volume, amount

Notes

Negated rank of 4d change in mid-vwap composite.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_008
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025