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I am sure that works(especially given the last decades data) because it is basically a large % drop over a short period of time feature.
You could just calculate that directly though as a feature. A rolling 2 week window with a certain threshold -% return as a binary input. No one would call that a technical indicator though. It is just feature engineering from the data.
I already got bored with the astronomy class lol. Just not worth studying over De Prado's book.
Can you help answer these questions from other members on NexusFi?
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Agreed.
I only used RSI as an example. You can obviously make your features anything you want. (C > 200MA, Inside Day, New 20 Day High etc). I should have made the point that sometimes binary feature like that can be more successful than continuous ones as the continuous can involve so much noise.