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This repository is first RL project in forex trading. I want to simulate the trading environment as close as the real world situation. Please be reminded that DO NOT use the repository in the LIVE trading.
I watched a lot of videos in RL trading. I found that there are few scenarios have not been taking into consideration, such as, SWAP, LEVERAGES, and conversion between trading pair and account currency. I hope through this project, I can learn more RL related materials.
I have no detail plans for making the project work. I will update it bit by bit. So please do not hesitate to correct me; idea to improving the project also welcome. I hope I can stick into the following ideas:
- Describe the base calculation in leverage forex trading, including some formulas, and difference between the stock trading
- The structure of the project
- Running some examples and make some analysis
I have learn a lot from the web, I would like to recommend the following projects/videos for your reference:
- Tensortrade, this is the major reference of the project.
- Nicholas Renotte, Nicholas videos are very good learning materials for me and newbie want to learn Machine Learning
- Sentdex, I learn python and RL, NN from sentdex
- Lazy Programmer, I also take the RL course from udemy