Alpha Library  /  GTJA 191  /  gtja191_069

gtja191_069

Themes & universe

microstructureequity_cn1d

Formula

(SUM(DTM,20)>SUM(DBM,20)?(SUM(DTM,20)-SUM(DBM,20))/SUM(DTM,20):(SUM(DTM,20)=SUM(DBM,20)?0:(SUM(DTM,20)-SUM(DBM,20))/SUM(DBM,20)))

Definition

id

gtja191_069

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_069

decay_horizon

20

min_warmup_bars

21

requires_sector

False

columns_required

open, high, low

Notes

DTM/DBM as in GTJA spec.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_069
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025