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Kismuz / btgym

Scalable, event-driven, deep-learning-friendly backtesting library
https://kismuz.github.io/btgym/
GNU Lesser General Public License v3.0
979 stars 259 forks source link

How is order_size calculated/used? #102

Closed nisarahamedk closed 5 years ago

nisarahamedk commented 5 years ago

I am finding it difficult to understand how order_size param is used while placing orders. I am training the agent as in the UNREAL STACKED LSTM notebook on cryptocurrency BTC data. I use below configuration for the strategy

image

However, when I analyze the episode chart in tensorboard, it doesn't look like it is buying or selling 1 BTC. Just to check, I changed the order_size=10 and trained which should have failed as I don't have starting balance to trade that many BTC but it worked.

Am I missing something here? How is the order_size param actually used?.

I tried to find out as much info from Github issues, but no luck :(. Sorry if this has been already asked. Please direct me to the right issue if yes.

nisarahamedk commented 5 years ago

Embarrassingly enough, i just realized it's the leverage that is causing this behaviour. I'll close this thread.

@Kismuz Have you ever thought about starting a slack or discord channel for easy collaboration so that people like me won't clutter the GitHub issues section. Just a suggestion.

Incredible work by the way 💯

Kismuz commented 5 years ago

@Kismuz Have you ever thought about starting a slack or discord channel for easy collaboration so that people like me won't clutter the GitHub issues section. Just a suggestion.

Done.