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edwardhdlu / q-trader

Deep Q-learning driven stock trader bot
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Multiple buy before any sell #3

Open lamhk opened 6 years ago

lamhk commented 6 years ago

Hi, I found that there maybe multiple buying if the action == 1 is true, which means the program will record multiple buy before any sell could happen. And there is no limit of number of "buy" could be allowed. This is very different from real life situation. Am my understanding correct? However, when I tried to limit the "buy" to 1 if the system already hold a long position. I found the result during training is not stable and most of the time is negative. Do I miss something? Many thanks in advance.

windwine commented 5 years ago

I noticed the same thing. By doing so when you include a training sample with upward bias the agent will just try to pile on every single dip. It is just a martingale betting system.

zjs81 commented 3 years ago

I implemented a money system and it doesn't seem worth it. I used the "Better method from the pull requests" Going to do this with the standard and see if I get better results. https://github.com/zjs81/q-trader