rl_record_policy function

Record Reinforcement Learning Policy.

Function will write a policy 'decision' to the csv file specific for each Expert Advisor

rl_record_policy(
  x,
  last_result,
  trading_system,
  path_terminal,
  fileName = "SystemControl"
)

Arguments

• x: * Dataframe containing columns MarketType and Policy
• last_result: * character vector of the last result of the trade
• trading_system: * character vector of length 1 with Trading System Magic Number information
• path_terminal: * path to the sandbox where this Policy/Decision must be written
• fileName: * string, desired control file prefix e.g. 'SystemControl'

Returns

nothing is returned but function will write csv file to the supplied directory

Details

It is imperative that terminal path contains exact word Terminal3

Examples

library(stringr)
library(magrittr)
library(dplyr)
data(TradeStatePolicy)

dir <- normalizePath(tempdir(),winslash = "/")

rl_record_policy(x = TradeStatePolicy,
              last_result = "tradewin",
              trading_system = 8118101,
              path_terminal = dir,
              fileName = "SystemControlRL")

Author(s)

(C) 2019,2021 Vladimir Zhbanko