personal-coding

The code is using test data to make the prediction, predict_sequences_multiple is meaningless. ``` def predict_sequences_multiple(self, data, window_size, prediction_len): prediction_seqs = [] for i in range(int(len(data)/prediction_len)): #This is just the...

Your comment doesn't make sense. If you change positions from a long to a short or a short to a long, you'll have to exit the market to exit your...

Can you send the `plot_profit` code?

@mg64ve is your second profit only calculating the change between the current position and the day before? For instance, shouldn't _pr_val_ be the value when you made the last buy...

@mg64ve It looks like your _pnl_of_trades_ has a similar logic. The code is looking at the difference in return between time _t_ and _t-1_ and computing the return based on...

@mg64ve Take a look at this file. I've added three PnL scenarios. I think your result was good, because it was looking backwards. I've added a second scenario (the program...

@mg64ve I made the below change to your _pnl_of_trades_ code (not the most elegant approach). It's moving the trade returns forward by two time periods. The idea being you'd close...

The config I am using is this ``` { "agent_type": "NNAgent", "input": { "coin_number": 11, "coins": [ "ETH", "XRP", "BCH", "LTC", "STR", "XMR", "DASH", "ETC", "XEM", "NXT", "EMC2" ], "end_date":...