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gtja191_172

Themes & universe

momentumequity_cn1d

Formula

MEAN(ABS(SUM((LD>0 & LD>HD)?LD:0,14)*100/SUM(TR,14) - SUM((HD>0 & HD>LD)?HD:0,14)*100/SUM(TR,14)) / (SUM(...same...)/SUM(...same...))*100, 6)

Definition

id

gtja191_172

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_172

decay_horizon

14

min_warmup_bars

20

requires_sector

False

columns_required

close, high, low

Notes

Wilder's ADX-style indicator; mean over last 6 bars.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_172
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025