AminHP/gym-anytrading

[QUESTION] StocksEnv not giving any reward when trading with crypto or index data

Olwar opened this issue · 2 comments

Olwar commented

Hi,

I was battling with this a long time because I couldn't figure our why the env didn't give any reward even after 1 000 000 runs. But apparently StocksEnv doesn't give any reward if you're using data from cryptos or indices (at least S&P 500). Would you say that ForexEnv is the best choice for indices and crypto?

Br,
Olwar

Olwar commented

Also another question now that I got the env to give reward.
It seems to give exactly the same reward after the first episode as you can see in my notebook: https://github.com/Olwar/eth-reinforcement/blob/master/eth_reinforcement.ipynb

Is this normal behaviour?

Sorry if these questions are dumb, I'm very new to reinforcement learning.

E: I tested with 100 000 timesteps again and it gives the same reward in every episode.

AminHP commented
  1. Yes, because Crypto is designed similar to Forex pairs. For example in Bitcoin, you can trade with BTC/USD or BTC/ETH pairs.
  2. I'm not sure if it is normal, but the loss value is decreasing. Does it happen with the default dataframes?