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TemboRL

Dynamic agents for forex and BO markets

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var options = new AgentOptions
{
    Gamma = 0.8,
    Epsilon = 0.25,
    Alpha = 0.8,
    ExperinceAddEvery = 5,
    ExperienceSize = 0,//infinity!
    LearningSteps = 999,
    HiddenUnits = 5000,
    ErrorClamp = 1.0,
    AdaptiveLearningSteps = true
};
var temboDQN = new TemboDQN("EURUSD", 3, 2, options, true);
 var state = new double[] { 1.258977, 45.36, -65 };
var action = temboDQN.Direction(state);
if (action == 0)
{
    //do buy
    //on win
    temboDQN.Reward(0.01);
    //on loss
    temboDQN.Reward(-0.05);
}
else
{
    //do sell
    //on win
    temboDQN.Reward(0.01);
    //on loss
    temboDQN.Reward(-0.05);
}

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