Alpha Library  /  GTJA 191  /  gtja191_018

gtja191_018

Themes & universe

momentumequity_cn1d

Formula

CLOSE/DELAY(CLOSE,5)

Definition

id

gtja191_018

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_018

decay_horizon

5

min_warmup_bars

6

requires_sector

False

columns_required

close

Notes

5d price ratio.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_018
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025