Alpha Library / Qlib Alpha158 / qlib158_imax20

qlib158_imax20

Themes & universe

momentumequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

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

Definition

id: qlib158_imax20
zoo: qlib158
module_path: src.factors.zoo.qlib158.imax20
decay_horizon: 20
min_warmup_bars: 20
requires_sector: False
columns_required: high

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_imax20
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025