Unable to understand the Reward Function

samre12 / deep-trading-agent

Deep Reinforcement Learning based Trading Agent for Bitcoin

MIT License

751 stars 212 forks source link

Unable to understand the Reward Function #21

Open aayushdua007 opened 4 years ago

aayushdua007 commented 4 years ago

Hi I am having difficulty in understanding the reward function. More specifically I am not able to understand what does "amount of long currency" and "amount of short currency" mean?

I would appreciate if you could elaborate a on the reward function and the terms used in it.

Thanks.