Alpha Library  /  GTJA 191  /  gtja191_188

gtja191_188

Themes & universe

volatilityequity_cn1d

Formula

(h-l-sma(h-l,11,2))/sma(h-l,11,2)*100

Definition

id

gtja191_188

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_188

decay_horizon

11

min_warmup_bars

1

requires_sector

False

columns_required

close, high, low

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_188
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025