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qlib158_rsv20

Themes & universe

momentumequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

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

Definition

id

qlib158_rsv20

zoo

qlib158

module_path

src.factors.zoo.qlib158.rsv20

decay_horizon

20

min_warmup_bars

20

requires_sector

False

columns_required

high, low, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_rsv20
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025