Alpha Library  /  GTJA 191  /  gtja191_096

gtja191_096

Themes & universe

momentumequity_cn1d

Formula

SMA(SMA((CLOSE-TSMIN(LOW,9))/(TSMAX(HIGH,9)-TSMIN(LOW,9))*100,3,1),3,1)

Definition

id

gtja191_096

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_096

decay_horizon

9

min_warmup_bars

9

requires_sector

False

columns_required

close, high, low

Notes

KDJ %D-style double smoothed.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_096
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025