Alpha Library  /  GTJA 191  /  gtja191_024

gtja191_024

Themes & universe

momentumequity_cn1d

Formula

SMA(CLOSE-DELAY(CLOSE,5),5,1)

Definition

id

gtja191_024

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_024

decay_horizon

5

min_warmup_bars

6

requires_sector

False

columns_required

close

Notes

SMA(5, m=1) of 5d delta(close).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_024
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025