Alpha Library  /  GTJA 191  /  gtja191_187

gtja191_187

Themes & universe

reversalequity_cn1d

Formula

SUM((OPEN<=DELAY(OPEN,1) ? 0 : MAX(HIGH-OPEN, OPEN-DELAY(OPEN,1))), 20)

Definition

id

gtja191_187

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_187

decay_horizon

20

min_warmup_bars

21

requires_sector

False

columns_required

open, high

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_187
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025