063d9a75ae
Finish project 8 and course!
2020-11-10 12:33:42 -05:00
6e1f70bcba
Improve QLearner so that commission is considered
2020-11-10 11:01:21 -05:00
761a0366e4
Finish first version of Q trader
2020-11-09 15:07:52 -05:00
169dd8278d
Implement binning and state calculation
2020-11-07 12:39:37 -05:00
889bcf68ca
Finish experiment 1 and start with Q trader
2020-11-05 14:34:48 -05:00
5fbbc26929
Update StrategyLearner to pass tests
2020-11-04 17:32:02 -05:00
10d87aefd3
Add tree learners to strategy evaluation directory
2020-11-04 15:15:24 -05:00
05db89e8c2
Implement first version of strategy learner
...
This version does not pass the automatic test.
2020-11-04 15:14:27 -05:00
c40ffcf84b
Show both MACD and indicator strat on figure
...
Prepare for strategy learner.
2020-11-04 09:23:42 -05:00
0519ae9336
Finish manual strategy for project 8
...
I struggled with the manual strategy, mostly because I tried to read
good triggers from the price action charts. Finally, I had the ingenious
(hmm) idea to scatter plot the 1, 3, and 5 day percentage returns over
different indicators. I can also use this information to train my Q
learner.
2020-11-03 19:05:43 -05:00
43e297c075
Change indicators to return their results and work on three indicator strat
2020-11-02 09:10:01 -05:00
4679910374
Implement first version of manual strategy
2020-10-27 19:57:46 -04:00
85a9c4fcb3
Start working on strategy evaluation
2020-10-26 21:44:18 -04:00
f5e91eba0a
Add template for project 8
2020-10-15 16:46:50 -04:00
