Alpha Library  /  GTJA 191  /  gtja191_098

gtja191_098

Themes & universe

reversalequity_cn1d

Formula

((((DELTA((SUM(CLOSE,100)/100),100)/DELAY(CLOSE,100))<0.05) || ((DELTA((SUM(CLOSE,100)/100),100)/DELAY(CLOSE,100))==0.05)) ? (-1*(CLOSE-TSMIN(CLOSE,100))) : (-1*DELTA(CLOSE,3)))

Definition

id

gtja191_098

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_098

decay_horizon

30

min_warmup_bars

200

requires_sector

False

columns_required

close

Notes

Original report windows; full nested-window coverage is required.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_098
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025