Alpha Library  /  GTJA 191  /  gtja191_182

gtja191_182

Themes & universe

momentumequity_cn1d

Formula

COUNT((CLOSE>OPEN & BENCH>DELAY(BENCH,1)) | (CLOSE<OPEN & BENCH<DELAY(BENCH,1)), 20) / 20

Definition

id

gtja191_182

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_182

decay_horizon

20

min_warmup_bars

21

requires_sector

False

columns_required

open, high, low, close, volume

Notes

Benchmark falls back to cross-sectional mean of close.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_182
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025