Alpha Library  /  GTJA 191  /  gtja191_164

gtja191_164

Themes & universe

momentumequity_cn1d

Formula

SMA(((CLOSE>DELAY(CLOSE,1))?1/(CLOSE-DELAY(CLOSE,1)):1) - MIN(...,12))/(HIGH-LOW)*100, 13, 2)

Definition

id

gtja191_164

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_164

decay_horizon

13

min_warmup_bars

13

requires_sector

False

columns_required

close, high, low

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_164
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025