yunfeiz / tradingrrl

Implementations of FX trading with RRL

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

• What is Recurrent Reinforcement Learning? (stackexchange question)