Alpha Library  /  GTJA 191  /  gtja191_137

gtja191_137

Themes & universe

volatilityequity_cn1d

Formula

16*((c-dc1+(c-o)/2+dc1-do1)/MAX_term) * MAX(abs(h-dc1), abs(l-dc1))

Definition

id

gtja191_137

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_137

decay_horizon

1

min_warmup_bars

2

requires_sector

False

columns_required

open, high, low, close

Notes

Transcribed from the standard 137 implementation; piecewise denominator.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_137
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025