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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 ?
The text was updated successfully, but these errors were encountered:
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.
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 ?
The text was updated successfully, but these errors were encountered: