Alpha Library  /  GTJA 191  /  gtja191_169

gtja191_169

Themes & universe

momentumequity_cn1d

Formula

SMA(MEAN(DELAY(SMA(CLOSE-DELAY(CLOSE,1),9,1),1),12)-MEAN(DELAY(SMA(CLOSE-DELAY(CLOSE,1),9,1),1),26),10,1)

Definition

id
gtja191_169
zoo
gtja191
module_path
src.factors.zoo.gtja191.alpha_169
decay_horizon
26
min_warmup_bars
28
requires_sector
False
columns_required
close

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_169
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025