Alpha Library  /  GTJA 191  /  gtja191_079

gtja191_079

Themes & universe

momentumequity_cn1d

Formula

SMA(MAX(CLOSE-DELAY(CLOSE,1),0),12,1)/SMA(ABS(CLOSE-DELAY(CLOSE,1)),12,1)*100

Definition

id

gtja191_079

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_079

decay_horizon

12

min_warmup_bars

2

requires_sector

False

columns_required

close

Notes

RSI-12.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_079
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025