Overview
Learn to create custom financial technical indicators for a Python Reinforcement Learning trading bot in this advanced tutorial. Calculate relative strength index (RSI), simple moving average (SMA), and on-balance volume (OBV) indicators using the Finta package for technical analysis. Integrate these new trading indicators into the gym-anytrading environment for Reinforcement Learning, specifically focusing on trading Gamestop ($GME) stocks. Order trading data using Pandas, fix volume data issues, and customize the trading environment. Train a reinforcement learning model using the newly calculated indicators and evaluate its performance. Gain practical skills in leveraging custom indicators for various trading strategies and assets, applicable beyond just GME stocks.
Syllabus
- Start
- Ordering Trading Data using Pandas
- Installing and Importing Dependencies - Finta
- Fixing Volume Data
- Calculating RSI, SMA and OBV using Pandas and Finta
- Customizing The Trading Environment
- Training the Reinforcement Learning Agent
- Evaluating Model Performance
Taught by
Nicholas Renotte