Alpha Library  /  GTJA 191  /  gtja191_006

gtja191_006

Themes & universe

reversalequity_cn1d

Formula

(RANK(SIGN(DELTA((OPEN*0.85+HIGH*0.15), 4))) * -1)

Definition

id

gtja191_006

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_006

decay_horizon

4

min_warmup_bars

5

requires_sector

False

columns_required

open, high

Notes

Sign of 4d change of weighted price; cross-sectionally ranked, negated.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_006
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025