Alpha Library  /  GTJA 191  /  gtja191_046

gtja191_046

Themes & universe

reversalequity_cn1d

Formula

(MEAN(CLOSE,3)+MEAN(CLOSE,6)+MEAN(CLOSE,12)+MEAN(CLOSE,24))/(4*CLOSE)

Definition

id

gtja191_046

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_046

decay_horizon

24

min_warmup_bars

24

requires_sector

False

columns_required

close

Notes

Mean of four MA windows over price.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_046
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025