A stateful classifier: feed prints in time order and it returns the side each
one goes to, 'ask' for buyer-initiated and 'bid' for seller-initiated.
The first print of a fresh classifier is a buy, because a move up from no
previous price is the only reading the tick rule has. Make one classifier per
instrument, and a new one when the tape restarts.
A stateful classifier: feed prints in time order and it returns the side each one goes to,
'ask'for buyer-initiated and'bid'for seller-initiated. The first print of a fresh classifier is a buy, because a move up from no previous price is the only reading the tick rule has. Make one classifier per instrument, and a new one when the tape restarts.