Alpha Library  /  GTJA 191  /  gtja191_075

gtja191_075

Themes & universe

sentimentmomentumequity_cn1d

Formula

COUNT((CLOSE>OPEN & BENCHMARKINDEXCLOSE<DELAY(BENCHMARKINDEXCLOSE,1)),50)/COUNT(BENCHMARKINDEXCLOSE<DELAY(BENCHMARKINDEXCLOSE,1),50)

Definition

id

gtja191_075

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_075

decay_horizon

50

min_warmup_bars

51

requires_sector

False

columns_required

close, open

Notes

Benchmark unavailable in zoo panel; degraded to row-mean(close) as benchmark proxy. Original 50-observation count window.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_075
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025