Back to search
Generate trading orders (BUY, SELL, NOTHING) using technical orders' rules based on historical data. Manual Strategy uses my modest intuition to find the optimal policy. QLearnerStrategy uses Machine Learning (QLearning algorithm) to find the optimal policy: four indicators are discretized to generate each state.
Stars
7
Forks
11
Watchers
7
Open Issues
0
Overall repository health assessment
No package.json found
This might not be a Node.js project
No contributors data available
add use bband, momentum and volatility to generate 1.57 sharpe ratio portfolio
a5e31afView on GitHub