Alpha Library  /  GTJA 191  /  gtja191_072

gtja191_072

Themes & universe

reversalequity_cn1d

Formula

SMA((TSMAX(HIGH,6)-CLOSE)/(TSMAX(HIGH,6)-TSMIN(LOW,6))*100,15,1)

Definition

id

gtja191_072

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_072

decay_horizon

15

min_warmup_bars

6

requires_sector

False

columns_required

close, high, low

Notes

Williams %R style with SMA(15,1).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_072
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025