Tensorflow_reinforcement_learning_trade_-ES_Options
trade ES Futures Options
This project is reserved to create an agent to trace ES prices and trades Futures Options.
Problem : create an AI to trade successfuly with rewards the ES Ftures using Reinfrocement learning Machine learning.
Given: ES 1 min OHLCV chart
Method: by using Talib library in python, we will create technicals and train the agent on them. In my work, I will use OBV, OBV slope for 5 min interval, RSI, EMA 9 - EMA 26 difference value.
Tools: interactive brokers (TWS/IB GATEWAY) as a broker to collect OHLCV chart and python (I will use PyCharm platform)
NOTE : Very important, I am using few prepared templates from classes I took in udemy which are :
1- the lazy programmer course in udemy for Tensorflow machine learning class Lecture of Q-Learning https://github.com/lazyprogrammer/machine_learning_examples/blob/master/tf2.0/rl_trader.py
2- few functions from this course : Algorithmic Trading & Quantitative Analysis Using Python created by Mayank Rasu
https://www.udemy.com/course/algorithmic-trading-quantitative-analysis-using-python/#instructor-1
and I also used some of the ideas mentioned in these courses
This project is for my own use and not intending to sale/give/publish for the public and I am seeking helps from peers who have some knowledge and advices to improve the results. This not yet proven to make profits an should not used to trade with real money.