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Here are the essentials that should be visualized:
- Barriers (upper, lower, and vertical barriers)
- Touched point (this is the exact point where one of the barriers is touched)
- Backward window or range (this is the number of candles that have been used to calculate the barriers)
Here are the extra visuals that could help the plot:
- The multiplier of the barriers (upper and lower barriers are multiplied by a factor which could be shown)
- volatility in the backward window (this is not shown nicely with a line, maybe it could be shown as a box?)
- The relation between the backward volatility and the barriers (I'm not sure how we could show this)
I highly recommend checking out this documentation and their examples to get new ideas.
Keep in mind that the plotting function should return one window at a time and it should be parameterized to take the number of the window as an input.
Also, make sure to add a new notebook and call it visualizing triple barrier. This way you and Amirreza can work separately.
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