Alpha Library  /  GTJA 191  /  gtja191_161

gtja191_161

Themes & universe

volatilityequity_cn1d

Formula

mean(true_range,12)

Definition

id

gtja191_161

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_161

decay_horizon

12

min_warmup_bars

13

requires_sector

False

columns_required

close, high, low

Notes

Average True Range (12).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_161
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025