Alpha Library  /  GTJA 191  /  gtja191_159

gtja191_159

Themes & universe

momentumequity_cn1d

Formula

((CLOSE-SUM(MIN(LOW,DELAY(CLOSE,1)),6))/SUM(MAX(HIGH,DELAY(CLOSE,1))-MIN(LOW,DELAY(CLOSE,1)),6))*12*24 + similar over 12 and 24 windows /(6*12+6*24+12*24)*100

Definition

id

gtja191_159

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_159

decay_horizon

24

min_warmup_bars

25

requires_sector

False

columns_required

open, high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_159
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025