Alpha Library  /  GTJA 191  /  gtja191_186

gtja191_186

Themes & universe

momentumequity_cn1d

Formula

(MEAN(ABS(SUM((LD>0 & LD>HD)?LD:0,14)*100/SUM(TR,14)-SUM((HD>0 & HD>LD)?HD:0,14)*100/SUM(TR,14))/(...)*100,6)+DELAY(...,6))/2

Definition

id

gtja191_186

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_186

decay_horizon

14

min_warmup_bars

26

requires_sector

False

columns_required

close, high, low

Notes

alpha172 averaged with its 6-day lag.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_186
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025