Are you sure about your definition of the triple barrier? I don't think it is about buying opportunity of selling opportunity. To my understanding it is about labeling the specific trade as a looser or winner.
Hi Ta S, your thinking of meta labelling which is used in sizing positions. It’s a binary classification of [0, 1]. Triple-Barrier labelling is the normal binary classification or [-1, 0, 1]. It’s used to determine if prices reached a barrier.
Could it be that the link to the presentation slides points to the slide set of an earlier chapter?
Are you sure about your definition of the triple barrier? I don't think it is about buying opportunity of selling opportunity. To my understanding it is about labeling the specific trade as a looser or winner.
Hi Ta S, your thinking of meta labelling which is used in sizing positions. It’s a binary classification of [0, 1].
Triple-Barrier labelling is the normal binary classification or [-1, 0, 1]. It’s used to determine if prices reached a barrier.