Alpha Library  /  Qlib Alpha158  /  qlib158_klow2

qlib158_klow2

Themes & universe

microstructureequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

(\\min(\\mathrm{open}, \\mathrm{close}) - \\mathrm{low}) / (\\mathrm{high} - \\mathrm{low})

Definition

id

qlib158_klow2

zoo

qlib158

module_path

src.factors.zoo.qlib158.klow2

decay_horizon

1

min_warmup_bars

1

requires_sector

False

columns_required

open, high, low, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_klow2
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025