Alpha Library  /  GTJA 191  /  gtja191_118

gtja191_118

Themes & universe

reversalequity_cn1d

Formula

sum(h-o,20)/sum(o-l,20)*100

Definition

id

gtja191_118

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_118

decay_horizon

20

min_warmup_bars

20

requires_sector

False

columns_required

open, high, low, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_118
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025