Alpha Library  /  GTJA 191  /  gtja191_059

gtja191_059

Themes & universe

momentumequity_cn1d

Formula

SUM((CLOSE=DELAY(CLOSE,1)?0:CLOSE-(CLOSE>DELAY(CLOSE,1)?MIN(LOW,DELAY(CLOSE,1)):MAX(HIGH,DELAY(CLOSE,1)))),20)

Definition

id

gtja191_059

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_059

decay_horizon

20

min_warmup_bars

21

requires_sector

False

columns_required

close, high, low

Notes

Like alpha #3 but with 20d window.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_059
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025