Alpha Library  /  GTJA 191  /  gtja191_110

gtja191_110

Themes & universe

momentumequity_cn1d

Formula

sum(max(0,high-delay(close,1)),20)/sum(max(0,delay(close,1)-low),20)*100

Definition

id

gtja191_110

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_110

decay_horizon

20

min_warmup_bars

21

requires_sector

False

columns_required

close, high, low

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_110
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025