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.

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

Possible Labeling Mistake #4

Open
CianSmul opened this issue Oct 16, 2019 · 1 comment
Open

Possible Labeling Mistake #4

CianSmul opened this issue Oct 16, 2019 · 1 comment

Comments

@CianSmul
Copy link

In "get_meta_barier()" I beleive the greater than here
if min_ret_ups[0] > min_ret_downs[0]:
should be less than.

I'm reading as 'min_ret_situation[0]' is up occurs first and 'min_ret_situation[1]' is down occurs first. So if min_ret_ups[0] > min_ret_downs[0]: is true than a significant down occurs first but 'min_ret_situation[0]' is set to 1.

If I have misunderstood or missed something apologies.

@Reyhaneh-Gh
Copy link

Yes, I think it should be greater than, based on the triple barrier concept.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants