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forex trading with reinforcement learning

Archived.

The new repository will be https://github.com/komo135/trade-rl.

Download Forex data

  1. Download Metatrader5 from this link and install.
  2. Verify that a demo account exists.
  3. If the demo account does not exist, create a demo account.

https://user-images.githubusercontent.com/66017773/155930300-f6e2c949-72e7-4448-9925-3b7ccf837390.mp4

  1. Go from Tools to Options (Ctr + o).
  2. Go to the chart bar and change Max bars in chart to unlimited.

https://user-images.githubusercontent.com/66017773/155931351-b478b6d6-36cc-4ce1-8ee3-7c97e792d4ab.mp4

  1. install Metatrader5 and ta package
$ pip install MetaTrader5 ta
  1. run generate_data.py
$ cd data
$ python generate_data.py

run agent

$ python
>>> from agent import dqn

>>> agent = dqn.Agent(model_name="efficientnet_b0", s=5, action_type=3, pip_scale=1, n=1, loss_cut=False, use_device="tpu", dueling=False)
>>> agent.train()
>>>
>>> agent.plot_result(w=self.best_w, risk=0.04, s=self.s)

image