Alpha Library  /  GTJA 191  /  gtja191_055

gtja191_055

Themes & universe

microstructureequity_cn1d

Formula

SUM(16*(CLOSE-DELAY(CLOSE,1)+(CLOSE-OPEN)/2+DELAY(CLOSE,1)-DELAY(OPEN,1))/((ABS(HIGH-DELAY(CLOSE,1))>ABS(LOW-DELAY(CLOSE,1)) && ABS(HIGH-DELAY(CLOSE,1))>ABS(HIGH-DELAY(LOW,1))?ABS(HIGH-DELAY(CLOSE,1))+ABS(LOW-DELAY(CLOSE,1))/2+ABS(DELAY(CLOSE,1)-DELAY(OPEN,1))/4:(ABS(LOW-DELAY(CLOSE,1))>ABS(HIGH-DELAY(LOW,1)) && ABS(LOW-DELAY(CLOSE,1))>ABS(HIGH-DELAY(CLOSE,1))?ABS(LOW-DELAY(CLOSE,1))+ABS(HIGH-DELAY(CLOSE,1))/2+ABS(DELAY(CLOSE,1)-DELAY(OPEN,1))/4:ABS(HIGH-DELAY(LOW,1))+ABS(DELAY(CLOSE,1)-DELAY(OPEN,1))/4)))*MAX(ABS(HIGH-DELAY(CLOSE,1)),ABS(LOW-DELAY(CLOSE,1))),20)

Definition

id

gtja191_055

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_055

decay_horizon

20

min_warmup_bars

21

requires_sector

False

columns_required

close, high, low, open

Notes

Sumof complex per-day score over 20 days; numerator simplified.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_055
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025