Alpha Library  /  GTJA 191  /  gtja191_086

gtja191_086

Themes & universe

momentumequity_cn1d

Formula

((0.25 < (((DELAY(CLOSE,20)-DELAY(CLOSE,10))/10) - ((DELAY(CLOSE,10)-CLOSE)/10))) ? -1 : (((((DELAY(CLOSE,20)-DELAY(CLOSE,10))/10) - ((DELAY(CLOSE,10)-CLOSE)/10)) < 0) ? 1 : (-1*(CLOSE-DELAY(CLOSE,1)))))

Definition

id

gtja191_086

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_086

decay_horizon

20

min_warmup_bars

21

requires_sector

False

columns_required

close

Notes

Returns -1 / +1 / -delta depending on second-derivative thresholds.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_086
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025