Alpha Library  /  GTJA 191  /  gtja191_167

gtja191_167

Themes & universe

momentumequity_cn1d

Formula

sum(max(0,c-delay(c,1)),12)

Definition

id

gtja191_167

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_167

decay_horizon

12

min_warmup_bars

13

requires_sector

False

columns_required

close

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_167
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025