Alpha Library  /  GTJA 191  /  gtja191_019

gtja191_019

Themes & universe

reversalequity_cn1d

Formula

(CLOSE<DELAY(CLOSE,5)?(CLOSE-DELAY(CLOSE,5))/DELAY(CLOSE,5):(CLOSE=DELAY(CLOSE,5)?0:(CLOSE-DELAY(CLOSE,5))/CLOSE))

Definition

id

gtja191_019

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_019

decay_horizon

5

min_warmup_bars

6

requires_sector

False

columns_required

close

Notes

Piecewise 5d momentum normalized differently in up/down regimes.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_019
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025