Alpha Library  /  GTJA 191  /  gtja191_122

gtja191_122

Themes & universe

momentumequity_cn1d

Formula

(SMA(SMA(SMA(LOG(CLOSE),13,2),13,2),13,2)-DELAY(...,1))/DELAY(...,1)

Definition

id

gtja191_122

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_122

decay_horizon

13

min_warmup_bars

2

requires_sector

False

columns_required

close

Notes

Triple SMA of log close.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_122
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025