/tradingrrl

Implementations of FX trading with RRL

Primary LanguagePython

tradingrrl

Implementations of FX trading with RRL following "Stock Trading with Recurrent Reinforcement Learning (RRL)".

Contents

  • 01_python: Implementation with python.
  • 02_cython: Implementation with cython.
  • 03_cpp: Implementation with c++.
  • 04_cython_cppwraper: Implementation with cython wrapping c++.
  • 05_mql: Implementation with mql.
  • 06_ga_optimizer: Use GA for optimizing sharps's ratio with deap in 04_cython_cppwraper.
    • deap is a GA framework in Python. The documentation of deap is here.
  • data: Including USDJPY 30 minute chart data output from MT4.
  • Each directory include README.md. You can follow it.

Reference