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raehyuns / DDRL_trading

Deep Direct Recurrent Reinforcement Learning to learn trading system
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On transaction cost #2

Open liuyidi999 opened 6 years ago

liuyidi999 commented 6 years ago

How do u specify transaction cost? I checked your code and found it as 0.0001, is it realistic? What about stamp duty? Cuz I found the transaction cost matters a lot in this problem.

YimanRen commented 6 years ago

Hi Yidi, what the dataset looks like? Do you know the intuition of momentum in this project? I am very confused with it.