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9-deep-q-forex-more-data

Deep Q Learning with FOREX data

This example trains on more pricing data and adds more technical indicators to the trading environment.

Training data is 12 hour bars from 2006-2017 for GBP_USD, USD_CAD and AUD_USD.

Test data is 12 hour bars from 2006-2017 for EUR_USD.

Technical indicators include:

  • RSI
  • Momentum
  • ATR
  • ADX
  • TSI
  • Keltner Channels

Run

Open the Jupyter Notebook

Dependencies

pip3 install -r requirements.txt

Sources

Example 1: Deep Q Learning with simulated price data