Alpha Library  /  GTJA 191  /  gtja191_078

gtja191_078

Themes & universe

reversalequity_cn1d

Formula

((HIGH+LOW+CLOSE)/3-MA((HIGH+LOW+CLOSE)/3,12))/(0.015*MEAN(ABS(CLOSE-MA((HIGH+LOW+CLOSE)/3,12)),12))

Definition

id

gtja191_078

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_078

decay_horizon

12

min_warmup_bars

23

requires_sector

False

columns_required

high, low, close

Notes

CCI-12 style.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_078
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025