Financial Vision Based Reinforcement Learning Trading Strategy

Tsai, Yun-Cheng, Szu, Fu-Min, Chen, Jun-Hao, Chen, Samuel Yen-Chi

arXiv.org Artificial Intelligence 

Suppose investors want to directly predict the future transaction price or ups and downs. In that case, the fatal assumption is that the training data set is consistent with the data distribution that has not occurred in the future. However, the natural world will not let us know whether the subsequent data distribution will change. Because of this, even if researchers add a moving window to the training process, it is inevitable that "machine learning obstacles-prediction delay" will occur. Our method can avoid "machine learning obstacles-prediction delay", We also propose auto trading by deep reinforcement learning. Our new article has the following contributions: 1. Our first contribution is not to make future predictions but to focus on the current "candlesticks pattern detection", such as Engulfing Pattern, Morning Star,.... 2. Our second contribution focuses on detecting trading entry and exit signals combined with related investment strategies.