Alpha Library  /  GTJA 191  /  gtja191_120

gtja191_120

Themes & universe

reversalequity_cn1d

Formula

rank(vwap-close)/rank(vwap+close)

Definition

id

gtja191_120

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_120

decay_horizon

1

min_warmup_bars

1

requires_sector

False

columns_required

open, high, low, close, volume, amount

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_120
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025