Navigation

    Backtrader Community

    • Register
    • Login
    • Search
    • Categories
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    • Search
    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

    Machine Learning Integration

    General Discussion
    2
    4
    675
    Loading More Posts
    • Oldest to Newest
    • Newest to Oldest
    • Most Votes
    Reply
    • Reply as topic
    Log in to reply
    This topic has been deleted. Only users with topic management privileges can see it.
    • A
      aaggmm last edited by

      Has anyone successfully integrated machine learning packages e.g. btgym (https://community.backtrader.com/topic/509/implementation-of-openai-gym-environment-for-backtrader) into strategy development?

      1 Reply Last reply Reply Quote 0
      • B
        backtrader administrators last edited by

        This answer may be based on the fact that I misinterpret you questiong and I may be very wrong, but I don't think you integrate BTGym into strategy development. You develop a strategy within the framework provided by BTGym which integrates with backtrader.

        Have you looked at this?

        • https://github.com/Kismuz/btgym/blob/master/examples/setting_up_environment_full.ipynb
        1 Reply Last reply Reply Quote 0
        • B
          backtrader administrators last edited by

          You may also want to look at this PHD Dissertation (source code at the end)

          • Robust Financial Trading System with Deep Q Network (DQN) https://repository.nida.ac.th/bitstream/handle/662723737/4077/b203303.pdf
          1 Reply Last reply Reply Quote 0
          • A
            aaggmm last edited by

            Thank you for the clarification and link, will look into it.

            1 Reply Last reply Reply Quote 0
            • 1 / 1
            • First post
              Last post
            Copyright © 2016, 2017, 2018 NodeBB Forums | Contributors
            $(document).ready(function () { app.coldLoad(); }); }