Alpha Library  /  GTJA 191  /  gtja191_128

gtja191_128

Themes & universe

momentumequity_cn1d

Formula

100-100/(1+SUM(((H+L+C)/3*V) if up else 0,14)/SUM((... if down else 0),14))

Definition

id

gtja191_128

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_128

decay_horizon

14

min_warmup_bars

15

requires_sector

False

columns_required

open, high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_128
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025