Run Bars explanation not clear (from Data & Feature Engineering for Trading)

AI & Machine learning
1

Hi, 



Can anyone help to explain further on the concept of run bars that is being discussed in section 14 of this course ? Video explanation seems to explain way too compact



I tried to googled it for more info, mostly they discuss on imbalance bars, and not run bars (do share the link if you find any useful read on this!)



Thanks!

 

2

The information I have is contained in Marcos Lopez de Prado's book Advances in Financial Machine Learning. His explanation is in Chapter 2 and in my copy of the book, the sections are

p34 2.3.2.3 Tick Runs Bars

p34 2.3.2.4 Volume/Dollar Runs Bars