Alpha Library  /  GTJA 191  /  gtja191_067

gtja191_067

Themes & universe

momentumequity_cn1d

Formula

SMA(MAX(CLOSE-DELAY(CLOSE,1),0),24,1)/SMA(ABS(CLOSE-DELAY(CLOSE,1)),24,1)*100

Definition

id

gtja191_067

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_067

decay_horizon

24

min_warmup_bars

2

requires_sector

False

columns_required

close

Notes

RSI-24 style.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_067
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025