New feature request - support customs indicators and strategies
asmdhabibullah opened this issue · 0 comments
New feature
Look, it's not a problem but a possibility to use custom indicators.
I'm using FinRL almost three months and now a days I'm trying to understand the FinRL core functionalities to find the possibility of where I can contribute. Last couple of days ago I have created a financial strategy based on the "x" indicators which is not yet available in FinRL library.
Solution
- Create an Object which will responsible for custom (indicator/strategy)
- Finally can call the new object of "x" to the environment.
'''Like'''
FeatureEngineer(use_technical_indicator=True, tech_indicator_list=CUSTOM_INDICATORS,
use_turbulence=True,
user_defined_feature=False)
Alternatives
To backtesting my strategy, I have to use different environments (Backtesting) but it's not support RL yet, so for this reason I have to create a RL own environment.
Additional context
I believe, there are a lot of users who want to use this type of functionality.
after reading the code I found how to implement it. If you're agreeing with me to add this feature then I would love to work for it.