Alpha Library  /  GTJA 191  /  gtja191_002

gtja191_002

Themes & universe

reversalmicrostructureequity_cn1d

Formula

(-1 * DELTA(((CLOSE - LOW) - (HIGH - CLOSE)) / (HIGH - LOW), 1))

Definition

id

gtja191_002

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_002

decay_horizon

1

min_warmup_bars

2

requires_sector

False

columns_required

close, high, low

Notes

Daily change in close-position-within-range.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_002
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025