Alpha Library  /  GTJA 191  /  gtja191_152

gtja191_152

Themes & universe

momentumequity_cn1d

Formula

SMA(MEAN(DELAY(SMA(DELAY(CLOSE/DELAY(CLOSE,9),1),9,1),1),12)-MEAN(DELAY(SMA(DELAY(CLOSE/DELAY(CLOSE,9),1),9,1),1),26),9,1)

Definition

id

gtja191_152

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_152

decay_horizon

26

min_warmup_bars

37

requires_sector

False

columns_required

close

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_152
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025