Alpha Library  /  GTJA 191  /  gtja191_050

gtja191_050

Themes & universe

reversalequity_cn1d

Formula

SUM(up_move,12)/(SUM(up_move,12)+SUM(dn_move,12)) - SUM(dn_move,12)/(SUM(up_move,12)+SUM(dn_move,12))

Definition

id

gtja191_050

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_050

decay_horizon

12

min_warmup_bars

13

requires_sector

False

columns_required

high, low

Notes

Signed version of #49.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_050
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025