MENU

Fun & Interesting

Custom Indicators for Reinforcement Learning Trading Tutorial | $GME Python Trading PT2

Nicholas Renotte 43,927 lượt xem 4 years ago
Video Not Working? Fix It Now

So you watched the first tutorial....

Performance for our GME RL Bot was...meh

You're probably thinking, "There has to be a way to perform better!"

Wellllll, there sure is!

In this video you're going to learn how to create your own custom financial technical indicators for use in a Python Reinforcement Learning bot. And, we're going to use it to trade Gamestop ($GME) stocks in spite of the short squeeze. We'll calculate the relative strength index (RSI), simple moving average (SMA) and on-balance volume (OBV) indicators and use it to train the reinforcement learning model powered by stable baselines.

Whilst we've shown it used for trading Gamestop - GME, you could use it to trade AMC Entertainment, Bitcoin BTC and so on. The awesome thing about the gym0anytrading environment is that it makes it a ton easier to leverage it with your own trading style or strategy.

In this video, you'll learn how to:
1. Calculate RSI, OBV and SMA using the Python package Finta for technical analysis
2. Integrate new trading indicators into the gym-anytrading GME Trading Environment for Reinforcement Learning
3. Train a reinforcement learning model to trade using the newly calculated indicators

Get the Custom Indicator Code: https://github.com/nicknochnack/Reinforcement-Learning-for-Trading-Custom-Signals

Get the code for the first tutorial: https://github.com/nicknochnack/Reinforcement-Learning-for-Trading

Chapters:
0:00 - Start
5:16 - Ordering Trading Data using Pandas
8:16 - Installing and Importing Dependencies - Finta
9:59 - Fixing Volume Data
13:25 - Calculating RSI, SMA and OBV using Pandas and Finta
16:58 - Customizing The Trading Environment
24:17 - Training the Reinforcement Learning Agent
26:01 - Evaluating Model Performance

Oh, and don't forget to connect with me!
LinkedIn: https://www.linkedin.com/in/nicholasrenotte
Facebook: https://www.facebook.com/nickrenotte/
GitHub: https://github.com/nicknochnack
Patreon: https://www.patreon.com/nicholasrenotte
Join the Discussion on Discord: https://discord.gg/mtTTwYkB29

Happy coding!
Nick

P.s. Let me know how you go and drop a comment if you need a hand!

Comment