In the previous article, we started developing a multi-currency EA that works simultaneously with various trading strategies. At the first stage there were only two different strategies. They represented the implementation of the same trading idea, worked on the same trading instrument (symbol) and chart period (timeframe). They differed from each other only in the numerical values of the parameters.
We are now only interested in testing the suitability of this approach, and
Goal-Conditioned Behavior Cloning (BC) is a promising approach for solving various offline reinforcement learning problems. Instead of assessing the value of states and actions, BC directly trains the Agent behavior policy, building dependencies between the set goal, the analyzed environment state and the Agent's action. This is achieved using supervised learning methods on pre-collected offline trajectories. The familiar Decision Transformer method and its derivative algorithms have demonstrated
The approach to optimizing the Agent policy with constraints on its behavior turned out to be promising in solving offline reinforcement learning problems. By exploiting historical transitions, the Agent policy is trained to maximize a learned value function.
Behavior constrained policy can help to avoid a significant distribution shift in relation to Agent actions, which provides sufficient confidence in the assessment of the action costs. In the previous article we got acquainted
Offline reinforcement learning allows the training of models based on data collected from interactions with the environment. This allows a significant reduction of the process of interacting with the environment. Moreover, given the complexity of environmental modeling, we can collect real-time data from multiple research agents and then train the model using this data.
At the same time, using a static training dataset significantly reduces the environment information available to us.
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