Alpha Library  /  GTJA 191  /  gtja191_162

gtja191_162

Themes & universe

momentumequity_cn1d

Formula

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

Definition

id

gtja191_162

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_162

decay_horizon

12

min_warmup_bars

13

requires_sector

False

columns_required

close

Notes

RSI-style normalised.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_162
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025