Alpha Library  /  GTJA 191  /  gtja191_107

gtja191_107

Themes & universe

reversalequity_cn1d

Formula

-1*rank(open-delay(high,1))*rank(open-delay(close,1))*rank(open-delay(low,1))

Definition

id

gtja191_107

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_107

decay_horizon

1

min_warmup_bars

2

requires_sector

False

columns_required

open, high, low, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_107
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025