Alpha Library  /  GTJA 191  /  gtja191_028

gtja191_028

Themes & universe

momentumequity_cn1d

Formula

3*SMA((CLOSE-TSMIN(LOW,9))/(TSMAX(HIGH,9)-TSMIN(LOW,9))*100,3,1)-2*SMA(SMA((CLOSE-TSMIN(LOW,9))/(TSMAX(HIGH,9)-TSMIN(LOW,9))*100,3,1),3,1)

Definition

id

gtja191_028

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_028

decay_horizon

9

min_warmup_bars

9

requires_sector

False

columns_required

close, high, low

Notes

Stochastic-like indicator double-smoothed.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_028
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025