Dynamic agents for forex and BO markets
Dive in like
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);
}