Alpha Library  /  GTJA 191  /  gtja191_014

gtja191_014

Themes & universe

momentumequity_cn1d

Formula

CLOSE - DELAY(CLOSE,5)

Definition

id

gtja191_014

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_014

decay_horizon

5

min_warmup_bars

6

requires_sector

False

columns_required

close

Notes

Simple 5d momentum = delta(close, 5).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_014
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025