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
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