Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

how to define the initial_T and max_bar and min_bar? #3

Open
marcusau opened this issue May 7, 2019 · 0 comments
Open

how to define the initial_T and max_bar and min_bar? #3

marcusau opened this issue May 7, 2019 · 0 comments

Comments

@marcusau
Copy link

marcusau commented May 7, 2019

Hi ,

I am working on my own stock price prediction in HK/China equity market. For me, I did have experience on coding tick/volume/dollar bars from scratch.

Tick imbalance bar is very impressive and fresh concept for me. I just wonder, how to determine the parameters of the TIB in the function?

my datasets of individual stocks contain at least 1 millions ticks within 2 weeks time horizon.
Would you please provide some guideline for me ?

Highly appreciate

Marcus
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@marcusau