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gtja191_003

Themes & universe

momentumequity_cn1d

Formula

SUM((CLOSE=DELAY(CLOSE,1)?0:CLOSE-(CLOSE>DELAY(CLOSE,1)?MIN(LOW,DELAY(CLOSE,1)):MAX(HIGH,DELAY(CLOSE,1)))),6)

Definition

id

gtja191_003

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_003

decay_horizon

6

min_warmup_bars

7

requires_sector

False

columns_required

close, high, low

Notes

Wilder-style accumulation of signed daily moves over 6 days.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_003
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025