Alpha Library  /  GTJA 191  /  gtja191_133

gtja191_133

Themes & universe

momentumequity_cn1d

Formula

((20-highday(high,20))/20)*100-((20-lowday(low,20))/20)*100

Definition

id

gtja191_133

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_133

decay_horizon

20

min_warmup_bars

20

requires_sector

False

columns_required

close, high, low

Notes

Days since the most recent extreme; today=0. Ties choose the latest bar (port policy).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_133
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025