Alpha Library  /  GTJA 191  /  gtja191_093

gtja191_093

Themes & universe

microstructureequity_cn1d

Formula

SUM((OPEN>=DELAY(OPEN,1)?0:MAX(OPEN-LOW,OPEN-DELAY(OPEN,1))),20)

Definition

id

gtja191_093

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_093

decay_horizon

20

min_warmup_bars

21

requires_sector

False

columns_required

open, low

Notes

Sum of downside range moves over 20 days.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_093
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025