Alpha Library  /  Qlib Alpha158  /  qlib158_max10

qlib158_max10

Themes & universe

momentumequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\mathrm{ts\\_max}(\\mathrm{high}, 10) / \\mathrm{close}

Definition

id

qlib158_max10

zoo

qlib158

module_path

src.factors.zoo.qlib158.max10

decay_horizon

10

min_warmup_bars

10

requires_sector

False

columns_required

high, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_max10
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025