-
Notifications
You must be signed in to change notification settings - Fork 487
Open
Description
Hi, I have a doubt about the reward function.
If in a specific state I get the action to close a LONG position, why do I calculate the reward starting from the closing of the next candle instead of the current one in which the action was indicated?
in code: trading_env.py
def step(self, action):
self._truncated = False
self._current_tick += 1
if self._current_tick == self._end_tick:
self._truncated = True
step_reward = self._calculate_reward(action)
self._total_reward += step_reward
why increase self._current_tick += 1 before reward?
shouldn't I reward him with the closing value of the candle in which this action was decided?
thank you!
Metadata
Metadata
Assignees
Labels
No labels