Alpha Library  /  GTJA 191  /  gtja191_004

gtja191_004

Themes & universe

momentumvolumeequity_cn1d

Formula

((((SUM(CLOSE,8)/8)+STD(CLOSE,8))<(SUM(CLOSE,2)/2))?(-1):((SUM(CLOSE,2)/2<(SUM(CLOSE,8)/8-STD(CLOSE,8)))?1:((1<(VOLUME/MEAN(VOLUME,20)))?1:(-1))))

Definition

id

gtja191_004

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_004

decay_horizon

8

min_warmup_bars

20

requires_sector

False

columns_required

close, volume

Notes

Breakout signal: short-MA vs long-MA +/- 1 std, volume-relative tiebreaker. Output in {-1, +1}.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_004
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025