Generate a csv file and a graphic with the correlations between an ideal training signal and each of the channels of a ssa decomposition of the close price and the sum of the channels with a variable number of channels. the objective is to decide the most convenient number of channels that to feed a trading agent in the gym-forex OpenAI environment.
Generate a csv file and a graphic with the correlations between an ideal training signal and each of the channels of a ssa decomposition of the close price and the sum of the channels with a variable number of channels. the objective is to decide the most convenient number of channels that to feed a trading agent in the gym-forex OpenAI environment.