Alpha Library  /  GTJA 191  /  gtja191_034

gtja191_034

Themes & universe

reversalequity_cn1d

Formula

MEAN(CLOSE,12)/CLOSE

Definition

id
gtja191_034
zoo
gtja191
module_path
src.factors.zoo.gtja191.alpha_034
decay_horizon
12
min_warmup_bars
12
requires_sector
False
columns_required
close

Notes

MA12 over close.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_034
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025