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qlib158_max20

Themes & universe

momentumequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\mathrm{ts\\_max}(\\mathrm{high}, 20) / \\mathrm{close}

Definition

id
qlib158_max20
zoo
qlib158
module_path
src.factors.zoo.qlib158.max20
decay_horizon
20
min_warmup_bars
20
requires_sector
False
columns_required
high, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_max20
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025