There is a mistake on the Triple Barrier Labelling , surely it should say that the vertical barrier was touched first rather than the horizontal barrier according to the picture that is shown on the slide.
@michaelcraig514
2 жыл бұрын
Question re meta-labelling... at 4:38, the slide shows point 1 taking the side from the primary model and label it as correct or incorrect. If this is fed into the meta model as a feature, then surely this is forward-looking information? The use of the triple barrier to determine the success can only use forward info!? In a live trading environment where prices are real-time, the application of triple barriers to determine if the primary model was correct is impossible. What am I not understanding?
@waveseeker
5 ай бұрын
This video is missing several key aspects of explaining TBM and its practical considerations.
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