Alpha Library  /  Qlib Alpha158  /  qlib158_imxd20

qlib158_imxd20

Themes & universe

momentumequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

(\\mathrm{ts\\_argmax}(\\mathrm{high}, 20) - \\mathrm{ts\\_argmin}(\\mathrm{low}, 20)) / 20

Definition

id

qlib158_imxd20

zoo

qlib158

module_path

src.factors.zoo.qlib158.imxd20

decay_horizon

20

min_warmup_bars

20

requires_sector

False

columns_required

high, low

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_imxd20
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025