Alpha Library  /  GTJA 191  /  gtja191_184

gtja191_184

Themes & universe

reversalequity_cn1d

Formula

(RANK(CORR(DELAY((OPEN - CLOSE), 1), CLOSE, 200)) + RANK((OPEN - CLOSE)))

Definition

id

gtja191_184

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_184

decay_horizon

60

min_warmup_bars

201

requires_sector

False

columns_required

open, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_184
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025