how to define the initial_T and max_bar and min_bar?

[marcusau]

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