tf_deep_rl_trader icon indicating copy to clipboard operation
tf_deep_rl_trader copied to clipboard

How can I improve it ?

Open rockmany2000 opened this issue 5 years ago • 2 comments

I can duplicate your result of episode 100 (1000000 -> 1586872.177567203 ), but I try to episode 200,300,500... , the result became worse , it make a loss . My question is 1.How improve it , more samples , feature , episode , window_size or other? 2.How can I check the algorithmic is correct and bug free ?

rockmany2000 avatar Apr 08 '19 08:04 rockmany2000

if you watch the result closely the result, it shows that their was no order opened. ./info/ppo_1586872.177567203_LS_0_0.info 0 buy and 0 sell. If you try ppo, you may need lots of change to make it work. I had better results when i tried dqn. Cause at least i could open trades in a test set. Also you should put your own dataset on the test and train directory. Of course this is not bug free, but its a very good baseline if you are serious about auto trading strategy.

greg2paris avatar Apr 13 '19 11:04 greg2paris

@greg2paris could you help me get this set up? like a very basic step by step, ive been running into problems every step trying to get this to run

MZULALI avatar Jul 28 '21 00:07 MZULALI