Alpha Library  /  GTJA 191  /  gtja191_177

gtja191_177

Themes & universe

momentumequity_cn1d

Formula

((20-highday(h,20))/20)*100

Definition

id

gtja191_177

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_177

decay_horizon

20

min_warmup_bars

20

requires_sector

False

columns_required

close, high

Notes

Days since the most recent extreme; today=0. Ties choose the latest bar (port policy).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_177
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025