Regarding Reward and Profit

Hi,

I recently used anytrading with a custom environment and stable baseline’s PPO2 algo.

After running the evaluation part 10 times my output was something like

info {'total_reward': 24392200.00000009, 'total_profit': 0.9844407417070604, 'position': 0}
info {'total_reward': 48881799.99999967, 'total_profit': 1.011612620710015, 'position': 0}
info {'total_reward': 51085300.00000165, 'total_profit': 1.013074701451891, 'position': 1}
info {'total_reward': 14793399.999999177, 'total_profit': 0.9767670021357563, 'position': 0}
info {'total_reward': 17957400.000001136, 'total_profit': 0.9815584135159401, 'position': 0}
info {'total_reward': -2354400.0000011073, 'total_profit': 0.9607471236716814, 'position': 1}
info {'total_reward': 20103799.9999998, 'total_profit': 0.9839828662099608, 'position': 0}
info {'total_reward': 19209400.000002127, 'total_profit': 0.9826626717429163, 'position': 1}
info {'total_reward': 14625800.00000124, 'total_profit': 0.9773373249065562, 'position': 1}
info {'total_reward': 53867999.99999998, 'total_profit': 1.0180095847348958, 'position': 1} 

As far as i understand profit, if profit is >1 it is profit otherwise <1 is loss. My question is why is the total_reward positive in cases where the total_profit is actually <1 (loss).

Also it seems like it trades too frequently even when it shouldn’t, Can we add one such action like wait to see a bigger price difference or trend. (Sorry if there’s a proper term for it, I am new to trading stuff)

[kmafutah]

I found this to work shame it’s on baseline and not keras and plaidml

https://stackoverflow.com/questions/64687298/stable-baselines-dqn-not-performing-properly

… the solution for your last question is in the question in the stack overflow.

Hope it helps. 😃

If I may ask my good people has anyone come across a gym-anytrading environment with Buy, Sell,Hold,Exit actions ? Or it’s there and I don’t see it?

Rgds KM

On Sun, 2 May 2021 at 22:31, AlphaNumeric99 @.***> wrote:

I don’t understand how to implement sine wave?

— You are receiving this because you commented.

Reply to this email directly, view it on GitHub https://github.com/AminHP/gym-anytrading/issues/35#issuecomment-830867374, or unsubscribe https://github.com/notifications/unsubscribe-auth/AA7JXS7Q6GS2VGQLMGMN5LTTLWZCLANCNFSM43ZPUWSA .

–

Kudakwashe Mafutah [image: https://]about.me/kmafutah https://about.me/kmafutah?promo=email_sig&utm_source=product&utm_medium=email_sig&utm_campaign=edit_panel&utm_content=plaintext

[AlphaNumeric99]

1. Understood. Hopefully you update here if you find an even better reward strategy.
2. Thank you