Alpha Library  /  GTJA 191  /  gtja191_124

gtja191_124

Themes & universe

reversalequity_cn1d

Formula

(close-vwap)/decay_linear(rank(tsmax(close,30)),2)

Definition

id

gtja191_124

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_124

decay_horizon

30

min_warmup_bars

31

requires_sector

False

columns_required

open, high, low, close, volume, amount

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_124
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025