Alpha Library  /  GTJA 191  /  gtja191_053

gtja191_053

Themes & universe

momentumequity_cn1d

Formula

COUNT(CLOSE>DELAY(CLOSE,1),12)/12*100

Definition

id

gtja191_053

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_053

decay_horizon

12

min_warmup_bars

13

requires_sector

False

columns_required

close

Notes

Pct of up-days in 12d window.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_053
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025