Alpha Library  /  GTJA 191  /  gtja191_171

gtja191_171

Themes & universe

microstructureequity_cn1d

Formula

-1*((l-c)*(o^5))/((c-h)*(c^5))

Definition

id

gtja191_171

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_171

decay_horizon

1

min_warmup_bars

1

requires_sector

False

columns_required

open, high, low, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_171
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025