Alpha Library  /  GTJA 191  /  gtja191_158

gtja191_158

Themes & universe

volatilityequity_cn1d

Formula

((h-sma(c,15,2))-(l-sma(c,15,2)))/c

Definition

id

gtja191_158

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_158

decay_horizon

15

min_warmup_bars

1

requires_sector

False

columns_required

close, high, low

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_158
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025