Alpha Library  /  GTJA 191  /  gtja191_052

gtja191_052

Themes & universe

microstructureequity_cn1d

Formula

SUM(MAX(0,HIGH-DELAY((HIGH+LOW+CLOSE)/3,1)),26) / SUM(MAX(0,DELAY((HIGH+LOW+CLOSE)/3,1)-LOW),26) * 100

Definition

id

gtja191_052

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_052

decay_horizon

26

min_warmup_bars

27

requires_sector

False

columns_required

high, low, close

Notes

Bull power / bear power ratio over 26 days.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_052
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025