Comments (5)
I would be careful with using this in a real environment. I think the author made a mistake with the way he sets his prices. For example, he sets current price to the open price.
This means that the agent is able to look ahead in time, as the agent is also aware of the close price for the same timestep, but is still able to execute at the open price. This is a form of lookahead bias; the agent might simply look at the open price, see that the close is higher and then choose to buy. In real life, you wouldn't know the close until after that time period has passed.
So although the work that he does is really cool and impressive, it will likely not beat the market in a real trading situation.
from rl-bitcoin-trading-bot.
is abandon project ,no binance implementation is posible
The point was to provide a tutorial, and he did that. I'm not sure why you were expecting a fully useable implementation. This is open source, make the interface yourself in a fork.
Thanks for a good word. Yes, I created these tutorials not to risk everyone's money and let it make profitable trades out of the box. It's far from the stage where we could be using it in the real market. And if someday I will think about doing a public bot to make these trades on the real market, I would be making some subscriber fees to improve it constantly. To create such things requires an enormous amount of time and knowledge.
No one should expect to get a perfectly working AI bot beating the market for free. That's a dream.
from rl-bitcoin-trading-bot.
is abandon project ,no binance implementation is posible
The point was to provide a tutorial and he did that. I'm not sure why you were expecting a fully useable implementation. This is open source, make the interface yourself in a fork.
from rl-bitcoin-trading-bot.
When I started this thread, I had only in mind to see how this bot would act in a real world. At the end of the day it is always very nice to see if you get results.
this is definitely not a get rich quick scheme/code.
But thanks to this code I got to learn so much about RL and ideas/methods behind.
I am still exploring the code and learning. I don't know how many times I destroyed the code and started over :D (I know I am not the best person to keep track of the work)
But thanks to the author of this code and I wish your good work continues to educate others about machine learning and principles.
My advice to others is to google other platforms that has AI driven bots that you can buy the service for a small fee.
And this code is a tutorial to understand what is behind those bots.
from rl-bitcoin-trading-bot.
closing this thread since I believe that binance or other exchange implementations will be subject to individual work with its own risks.
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Related Issues (20)
- Might be Uncomplete
- Not clear if it is learning HOT 1
- Random Choice when doing prediction HOT 3
- critic_PPO2_loss
- The machine becomes worse, instead of improving
- Lookahead Bias HOT 3
- Problem with visualizing img with OpenCV in utils.py
- preventing model from updating parameters while testing
- problem with train_agent and self.get_gaes HOT 3
- multiprocessing is slow and doesn't use much GPU HOT 8
- buy and sell placed on same day when visualizing HOT 1
- Gaes fees HOT 3
- Utils - Unpacking the deque Render_data list without using a specific index HOT 3
- np.random.choice(self.action_space, p=prediction)
- Errors in deduction of fees - fees are actually not applied at all
- 'Adam' object has no attribute 'get_updates' HOT 3
- Indicators HOT 1
- Nomalizing data
- get_reward() returns None, later results in exception
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