You can't buy and sell at closing price, it's not realistic

llSourcell / Q-Learning-for-Trading

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You can't buy and sell at closing price, it's not realistic #9

Open FutureSharks opened 4 years ago

FutureSharks commented 4 years ago

If you are training (or backtesting) using closing price, then you have to use the open or close from the next day (or bar). Otherwise it's not realistic at all.