Alpha Library  /  GTJA 191  /  gtja191_027

gtja191_027

Themes & universe

momentumequity_cn1d

Formula

WMA((CLOSE-DELAY(CLOSE,3))/DELAY(CLOSE,3)*100 + (CLOSE-DELAY(CLOSE,6))/DELAY(CLOSE,6)*100, 12)

Definition

id

gtja191_027

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_027

decay_horizon

12

min_warmup_bars

18

requires_sector

False

columns_required

close

Notes

WMA uses normalized geometric 0.9**age weights from the report.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_027
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025