Alpha Library  /  GTJA 191  /  gtja191_038

gtja191_038

Themes & universe

reversalequity_cn1d

Formula

(((SUM(HIGH,20)/20)<HIGH)?(-1*DELTA(HIGH,2)):0)

Definition

id

gtja191_038

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_038

decay_horizon

20

min_warmup_bars

20

requires_sector

False

columns_required

high

Notes

When current high > MA20(high), output -delta(high,2); else 0.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_038
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025