Idea: Grant fraction of margin as reward when holding

lucasfbn / Reddit-Sentiment-Reinforcement-Learning

Stock trading using Reddit sentiment data and reinforcement learning.

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Idea: Grant fraction of margin as reward when holding #104

Closed lucasfbn closed 2 years ago

lucasfbn commented 3 years ago

Meaning, hold actions after a buy will grant a fraction of the theoretical margin at this point. It will not grant the whole margin as this would make the sell action obsolete. This might motivate the agent to buy once, then hold, and sell at a good point.

lucasfbn commented 3 years ago

Implemented in 0021c9bfdd6d8a6cb4e48d18bd06aaf4eaaadec5

lucasfbn commented 3 years ago

Further ideas:

No penalty when buying
Only return positive reward when holding (when negative, reward = 0)

lucasfbn commented 2 years ago

Irrelevant since #119 is working.