Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_023

alpha101_023

Kakushadze Alpha #23

Themes & universe

momentumequity_usequity_inequity_kr1D

Formula

((sum(high,20)/20) < high) ? (-1*delta(high,2)) : 0

Definition

id

alpha101_023

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_023

decay_horizon

5

min_warmup_bars

20

requires_sector

False

columns_required

high, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_023
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025