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How can I improve it ? #5

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rockmany2000 opened this issue Apr 8, 2019 · 2 comments
Open

How can I improve it ? #5

rockmany2000 opened this issue Apr 8, 2019 · 2 comments

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@rockmany2000
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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 ?

@greg2paris
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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.

@MZULALI
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MZULALI commented Jul 28, 2021

@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

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