julienlau / RL_trade_ES_futures

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to use this python program, you should have IBKR account and must be subscribed for future and future options data

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ES-mini and its technical analysis are loaded to a Q-learning agent that train to choose the parameters to maximize

and decide to start or end trades.

The agent backtest with an imaginary account starts with 20K and desiplays end account value.

For fast results, it is recomended to use GPU or colab notebook to run this code.

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License:MIT License


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Language:Python 100.0%