Finally got a very basic implementation of the RL model up and running, basic in that the input data is just a few lags of the cryptocap chart. Much work to be done, but I do have an XGBoost model predicting the prospects specifically for ADAUSDT over the next few days, and an RL model using broader market data to tell whether it’s ‘a good time to trade’. As I said, much work to be done, but the basic system is in place. From here on – refinement. I’ve been working on this for quite a while now (mostly learning how to implement Deep Reinforcement Learning in the context of trading) and I’m very happy to reach this point at last.
At the moment both models are telling me to trade, but my intuition says otherwise. I think I’ll give it another 12 hours or so to see which way the wind is blowing. Is there still room for intuition? Maybe.