Alpha Library  /  GTJA 191  /  gtja191_022

gtja191_022

Themes & universe

reversalequity_cn1d

Formula

SMA(((CLOSE-MEAN(CLOSE,6))/MEAN(CLOSE,6) - DELAY((CLOSE-MEAN(CLOSE,6))/MEAN(CLOSE,6),3)),12,1)

Definition

id

gtja191_022

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_022

decay_horizon

12

min_warmup_bars

9

requires_sector

False

columns_required

close

Notes

SMA(12, m=1) of 3-day-difference in price-deviation-from-MA6.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_022
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025