Qu'est-ce que « Triple-barrier label » ?

For an event at $t_0$ with position side $\pm1$, widths $w^+, w^- > 0$ and a horizon $h$, the triple-barrier label settles at the first bar $t_1$ at which the position’s cumulative log return reaches $+w^+$ (profit-taking), $-w^-$ (stop-loss), or $t_1 = t_0 + h$ (the vertical barrier); it is the sign of the position’s return at $t_1$. The widths are usually scaled by the volatility known at $t_0$: $w = k\hat\sigma_{t_0}\sqrt h$ (López de Prado, 2018).